-0.5%
ROL vs ADM
+62.5%
-63.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | +3.8% | -5.2% | -1.8% |
| 30D | -4.1% | +9.8% | -13.8% | -5.1% |
| 3M | -22.5% | +2.1% | -24.6% | -22.7% |
| 6M | -37.7% | +27.5% | -65.2% | -39.5% |
| YTD | -39.6% | +50.2% | -89.8% | -42.5% |
| 1Y | -36.0% | +40.6% | -76.6% | -38.7% |
| 3Y | -5.1% | +17.2% | -22.4% | -7.5% |
| All | -0.5% | +62.5% | -63.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling