+47.8%
ADP vs REPL
+48.4%
-0.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -1.2% |
| 7D | +3.2% | +22.8% | -19.5% | +3.3% |
| 30D | +14.9% | +63.8% | -48.9% | +15.1% |
| 3M | +11.6% | +68.1% | -56.5% | +11.8% |
| 6M | +48.5% | +528.5% | -480.0% | +49.1% |
| YTD | +20.6% | +122.4% | -101.9% | +21.7% |
| 1Y | +23.7% | +154.4% | -130.7% | +24.7% |
| 3Y | +47.8% | +68.0% | -20.2% | +46.0% |
| All | +47.8% | +48.4% | -0.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling