+1,853.9%
ADP vs RBA
+3,565.6%
-1,711.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.8% |
| 30D | +2.8% | -12.3% | +15.1% | +5.7% |
| 3M | +20.9% | -20.5% | +41.5% | +26.5% |
| 6M | +29.9% | -18.5% | +48.4% | +34.9% |
| YTD | +9.6% | -18.2% | +27.9% | +13.7% |
| 1Y | -5.3% | -27.5% | +22.2% | +0.8% |
| 3Y | +16.5% | +38.1% | -21.6% | +6.4% |
| 5Y | +49.4% | +44.8% | +4.6% | +32.7% |
| 10Y | +282.2% | +187.1% | +95.1% | +187.5% |
| All | +1,853.9% | +3,565.6% | -1,711.6% | +863.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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