+45.8%
ADP vs REPL
-53.9%
+99.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.5% |
| 7D | -5.5% | -5.7% | +0.3% | -5.4% |
| 30D | -1.2% | +22.5% | -23.7% | -1.5% |
| 3M | +17.9% | +64.7% | -46.8% | +16.7% |
| 6M | +20.3% | +83.0% | -62.7% | +17.9% |
| YTD | +5.8% | +52.0% | -46.1% | +4.1% |
| 1Y | -7.7% | +144.5% | -152.3% | -11.2% |
| 3Y | +14.7% | -25.1% | +39.8% | +11.0% |
| 5Y | +45.8% | -52.9% | +98.7% | +37.9% |
| All | +45.8% | -53.9% | +99.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded REPL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling