+270.5%
ADP vs RIG
-42.7%
+313.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -1.9% | -3.4% |
| 7D | -5.5% | -2.7% | -2.8% | -5.3% |
| 30D | -1.2% | +9.5% | -10.7% | -2.0% |
| 3M | +17.9% | -6.6% | +24.5% | +18.2% |
| 6M | +20.3% | -2.9% | +23.2% | +20.1% |
| YTD | +5.8% | +39.5% | -33.6% | +2.1% |
| 1Y | -7.7% | +82.3% | -90.0% | -13.3% |
| 3Y | +14.7% | -29.6% | +44.3% | +14.2% |
| 5Y | +45.8% | +63.2% | -17.4% | +29.3% |
| 10Y | +270.5% | -45.0% | +315.5% | +196.0% |
| All | +270.5% | -42.7% | +313.2% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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