+5,828.6%
ADP vs RIG
-47.2%
+5,875.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.1% | -17.0% | +18.1% | +2.8% |
| 30D | +11.5% | -6.2% | +17.7% | +11.9% |
| 3M | +12.0% | -1.7% | +13.8% | +11.7% |
| 6M | +43.8% | -19.2% | +63.0% | +45.8% |
| YTD | +20.1% | +25.2% | -5.1% | +15.8% |
| 1Y | +22.3% | +29.9% | -7.6% | +17.4% |
| 3Y | +43.3% | -21.3% | +64.6% | +40.1% |
| 5Y | +47.3% | +40.5% | +6.9% | +29.7% |
| 10Y | +313.7% | -49.6% | +363.3% | +235.3% |
| All | +5,828.6% | -47.2% | +5,875.7% | +4,544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling