+47.1%
ADP vs RIG
-16.1%
+63.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.5% | +0.6% |
| 7D | +2.2% | +5.7% | -3.6% | +2.0% |
| 30D | +10.6% | -0.7% | +11.3% | +10.5% |
| 3M | +12.9% | -3.1% | +16.1% | +12.8% |
| 6M | +50.6% | -16.3% | +67.0% | +51.3% |
| YTD | +23.2% | +34.1% | -11.0% | +21.6% |
| 1Y | +25.3% | +38.2% | -12.9% | +23.5% |
| 3Y | +47.1% | -15.3% | +62.4% | +43.5% |
| All | +47.1% | -16.1% | +63.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling