+5,314.2%
ADP vs RIG
-40.2%
+5,354.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.5% |
| 30D | +2.8% | +13.8% | -11.0% | +1.4% |
| 3M | +20.9% | -6.4% | +27.3% | +21.3% |
| 6M | +29.9% | -8.2% | +38.0% | +30.2% |
| YTD | +9.6% | +41.6% | -32.0% | +4.9% |
| 1Y | -5.3% | +88.7% | -94.0% | -12.4% |
| 3Y | +16.5% | -30.9% | +47.3% | +15.8% |
| 5Y | +49.4% | +57.7% | -8.3% | +30.0% |
| 10Y | +282.2% | -39.3% | +321.4% | +203.9% |
| All | +5,314.2% | -40.2% | +5,354.4% | +4,105.8% |
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