+270.5%
ADP vs RCAT
-98.4%
+368.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.5% |
| 7D | -5.5% | +5.4% | -10.9% | -5.5% |
| 30D | -1.2% | -5.6% | +4.4% | -1.2% |
| 3M | +17.9% | -30.2% | +48.1% | +18.0% |
| 6M | +20.3% | -43.4% | +63.7% | +20.5% |
| YTD | +5.8% | +9.6% | -3.8% | +5.5% |
| 1Y | -7.7% | -2.0% | -5.7% | -8.0% |
| 3Y | +14.7% | +825.0% | -810.3% | +12.3% |
| 5Y | +45.8% | +199.8% | -154.0% | +43.0% |
| 10Y | +270.5% | -98.4% | +368.9% | +245.6% |
| All | +270.5% | -98.4% | +368.9% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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