+9,562.4%
ROL vs ADM
+1,561.3%
+8,001.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +9.5% | -9.0% | +18.5% | +11.7% |
| 30D | +22.9% | -14.0% | +36.9% | +27.0% |
| 3M | +3.5% | -9.2% | +12.7% | +5.4% |
| 6M | -29.4% | -9.2% | -20.2% | -28.3% |
| YTD | -36.1% | +24.2% | -60.3% | -39.8% |
| 1Y | -34.4% | +27.0% | -61.3% | -38.5% |
| 3Y | +4.0% | +6.6% | -2.6% | -1.2% |
| 5Y | +13.2% | +25.0% | -11.7% | +2.0% |
| 10Y | +219.7% | +100.2% | +119.4% | +151.2% |
| All | +9,562.4% | +1,561.3% | +8,001.1% | +4,922.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling