-7.7%
ADP vs RGEN
+37.7%
-45.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | -5.5% | -0.9% | -4.6% | -5.4% |
| 30D | -1.2% | +2.8% | -4.1% | -1.4% |
| 3M | +17.9% | +34.5% | -16.6% | +15.5% |
| 6M | +20.3% | +40.5% | -20.1% | +17.4% |
| YTD | +5.8% | +2.8% | +3.0% | +5.4% |
| 1Y | -7.7% | +39.6% | -47.3% | -9.4% |
| All | -7.7% | +37.7% | -45.4% | -9.4% |
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