+270.5%
ADP vs RGEN
+406.9%
-136.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.6% |
| 7D | -5.5% | -0.9% | -4.6% | -5.4% |
| 30D | -1.2% | +2.8% | -4.1% | -1.7% |
| 3M | +17.9% | +34.5% | -16.6% | +12.1% |
| 6M | +20.3% | +40.5% | -20.1% | +13.0% |
| YTD | +5.8% | +2.8% | +3.0% | +4.3% |
| 1Y | -7.7% | +39.6% | -47.3% | -13.8% |
| 3Y | +14.7% | +4.4% | +10.3% | +7.7% |
| 5Y | +45.8% | -42.8% | +88.5% | +45.7% |
| 10Y | +270.5% | +406.7% | -136.2% | +147.9% |
| All | +270.5% | +406.9% | -136.4% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling