-25.1%
ROL vs ADVB
-97.5%
+72.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -2.0% |
| 7D | +9.5% | -13.9% | +23.4% | +9.3% |
| 30D | +22.9% | -68.1% | +91.1% | +21.2% |
| 3M | +3.5% | -73.4% | +76.9% | +2.0% |
| 6M | -29.4% | -70.8% | +41.4% | -30.3% |
| YTD | -36.1% | -66.1% | +30.0% | -37.0% |
| 1Y | -34.4% | -77.5% | +43.1% | -34.9% |
| All | -25.1% | -97.5% | +72.4% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling