+22.3%
ADP vs RGEN
+23.9%
-1.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.5% |
| 7D | +1.1% | +3.5% | -2.4% | +1.0% |
| 30D | +11.5% | +2.9% | +8.6% | +11.3% |
| 3M | +12.0% | +9.2% | +2.9% | +10.9% |
| 6M | +43.8% | +44.9% | -1.1% | +38.9% |
| YTD | +20.1% | +9.2% | +10.9% | +19.9% |
| All | +22.3% | +23.9% | -1.6% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling