+317.2%
ADP vs RIG
-48.2%
+365.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.3% | +4.3% | -4.1% | -0.1% |
| 30D | +11.6% | -5.8% | +17.4% | +11.9% |
| 3M | +15.1% | -6.7% | +21.7% | +15.3% |
| 6M | +46.0% | -18.7% | +64.7% | +47.6% |
| YTD | +22.4% | +28.8% | -6.4% | +18.5% |
| 1Y | +24.5% | +28.8% | -4.3% | +20.4% |
| 3Y | +44.8% | -20.0% | +64.8% | +42.1% |
| 5Y | +49.1% | +56.0% | -6.9% | +32.7% |
| All | +317.2% | -48.2% | +365.4% | +241.5% |
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