-29.2%
ROL vs ADVB
-88.3%
+59.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -1.4% | -3.8% | +2.3% | -1.5% |
| 30D | -4.1% | +17.6% | -21.7% | -3.7% |
| 3M | -22.5% | +119.1% | -141.6% | -22.4% |
| 6M | -37.7% | +103.4% | -141.0% | -37.6% |
| YTD | -39.6% | +59.8% | -99.4% | -39.3% |
| 1Y | -36.0% | +8.5% | -44.6% | -35.4% |
| All | -29.2% | -88.3% | +59.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling