+22.3%
ADP vs RIG
+28.0%
-5.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.5% |
| 7D | +1.1% | -17.0% | +18.1% | +0.7% |
| 30D | +11.5% | -6.2% | +17.7% | +11.2% |
| 3M | +12.0% | -1.7% | +13.8% | +11.8% |
| 6M | +43.8% | -19.2% | +63.0% | +44.3% |
| YTD | +20.1% | +25.2% | -5.1% | +22.7% |
| All | +22.3% | +28.0% | -5.6% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling