-23.8%
ROL vs ADVB
-97.4%
+73.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.3% |
| 7D | +3.4% | -4.1% | +7.5% | +3.4% |
| 30D | +20.8% | -60.3% | +81.0% | +19.4% |
| 3M | +3.7% | -73.3% | +77.1% | +2.2% |
| 6M | -27.7% | -65.9% | +38.3% | -28.6% |
| YTD | -34.9% | -63.9% | +28.9% | -35.8% |
| 1Y | -33.3% | -74.1% | +40.8% | -33.9% |
| All | -23.8% | -97.4% | +73.6% | -19.6% |
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