+49.1%
ADP vs RCAT
+57.4%
-8.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +0.6% |
| 7D | +0.3% | +15.6% | -15.3% | 0.0% |
| 30D | +11.6% | -24.1% | +35.7% | +11.9% |
| 3M | +15.1% | -61.9% | +76.9% | +16.5% |
| 6M | +46.0% | -64.3% | +110.4% | +47.8% |
| YTD | +22.4% | -50.4% | +72.8% | +22.3% |
| 1Y | +24.5% | -54.0% | +78.5% | +24.4% |
| 3Y | +44.8% | +347.2% | -302.4% | +31.7% |
| 5Y | +49.1% | +45.7% | +3.3% | +39.1% |
| All | +49.1% | +57.4% | -8.3% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling