+1,056.3%
ADP vs RCAT
-100.0%
+1,156.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.9% | -1.3% |
| 7D | +3.2% | -12.7% | +16.0% | +3.2% |
| 30D | +14.9% | -34.3% | +49.2% | +15.0% |
| 3M | +11.6% | -53.4% | +65.0% | +11.7% |
| 6M | +48.5% | -62.0% | +110.4% | +48.6% |
| YTD | +20.6% | -49.1% | +69.6% | +20.6% |
| 1Y | +23.7% | -53.1% | +76.8% | +23.7% |
| 3Y | +47.8% | +318.7% | -270.9% | +47.2% |
| 5Y | +47.7% | +48.5% | -0.8% | +47.2% |
| 10Y | +324.0% | -99.6% | +423.6% | +319.2% |
| All | +1,056.3% | -100.0% | +1,156.3% | +1,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling