+13.6%
ROL vs ADM
+24.5%
-10.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +9.5% | -9.0% | +18.5% | +10.4% |
| 30D | +22.9% | -14.0% | +36.9% | +24.7% |
| 3M | +3.5% | -9.2% | +12.7% | +4.4% |
| 6M | -29.4% | -9.2% | -20.2% | -28.9% |
| YTD | -36.1% | +24.2% | -60.3% | -38.0% |
| 1Y | -34.4% | +27.0% | -61.3% | -36.6% |
| 3Y | +4.0% | +6.6% | -2.6% | +1.4% |
| All | +13.6% | +24.5% | -10.9% | -0.6% |
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