+16.1%
ADP vs RDW
+241.5%
-225.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | -2.8% | +0.9% | -3.6% | -2.8% |
| 30D | +0.2% | -21.3% | +21.5% | +0.5% |
| 3M | +20.5% | -37.9% | +58.3% | +21.4% |
| 6M | +28.8% | +12.3% | +16.5% | +26.8% |
| YTD | +6.6% | +39.7% | -33.1% | +3.8% |
| 1Y | -6.9% | +25.7% | -32.6% | -9.5% |
| 3Y | +16.1% | +230.8% | -214.7% | +9.1% |
| All | +16.1% | +241.5% | -225.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling