+86.1%
ADP vs RDW
+1.6%
+84.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -5.7% | +4.8% | -10.5% | -5.8% |
| 30D | -1.4% | -19.5% | +18.2% | -0.9% |
| 3M | +16.6% | -26.9% | +43.5% | +17.3% |
| 6M | +24.9% | +17.8% | +7.2% | +22.3% |
| YTD | +5.6% | +43.0% | -37.4% | +1.8% |
| 1Y | -6.0% | +32.1% | -38.1% | -9.7% |
| 3Y | +14.5% | +250.6% | -236.2% | +0.3% |
| 5Y | +47.9% | -6.6% | +54.5% | +30.2% |
| All | +86.1% | +1.6% | +84.5% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling