+16.0%
ROL vs ADM
+26.4%
-10.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.2% | +2.3% |
| 7D | +3.0% | +4.2% | -1.2% | +2.6% |
| 30D | +19.8% | -12.8% | +32.6% | +21.4% |
| 3M | +7.9% | -8.5% | +16.4% | +8.7% |
| 6M | -25.6% | -10.9% | -14.7% | -24.9% |
| YTD | -34.1% | +29.4% | -63.6% | -36.4% |
| 1Y | -31.4% | +27.5% | -58.9% | -33.7% |
| 3Y | +4.7% | +10.3% | -5.7% | +1.8% |
| All | +16.0% | +26.4% | -10.4% | +4.3% |
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