-34.7%
ROL vs ADVB
-76.7%
+42.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +2.6% |
| 7D | +14.6% | -29.5% | +44.1% | +13.6% |
| 30D | +29.3% | -66.9% | +96.1% | +26.3% |
| 3M | +2.0% | -73.7% | +75.7% | -0.6% |
| 6M | -28.5% | -64.8% | +36.2% | -29.5% |
| YTD | -35.3% | -64.0% | +28.7% | -35.8% |
| 1Y | -34.7% | -77.0% | +42.3% | -35.1% |
| All | -34.7% | -76.7% | +42.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling