+316.1%
ADP vs RGEN
+457.6%
-141.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.5% |
| 7D | +3.2% | -2.4% | +5.6% | +3.5% |
| 30D | +12.8% | +0.1% | +12.7% | +12.5% |
| 3M | +12.3% | +6.6% | +5.7% | +10.5% |
| 6M | +45.4% | +40.9% | +4.5% | +36.3% |
| YTD | +21.4% | +6.2% | +15.2% | +18.4% |
| 1Y | +23.7% | +19.4% | +4.3% | +18.3% |
| 3Y | +43.6% | +17.9% | +25.7% | +31.8% |
| 5Y | +48.7% | -34.0% | +82.7% | +44.6% |
| 10Y | +316.1% | +453.9% | -137.8% | +165.1% |
| All | +316.1% | +457.6% | -141.5% | +165.1% |
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