+313.7%
ADP vs RL
+397.7%
-84.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.3% | -1.7% |
| 7D | +1.1% | +0.2% | +0.8% | +0.9% |
| 30D | +11.5% | +7.3% | +4.2% | +9.6% |
| 3M | +12.0% | +1.0% | +11.0% | +11.4% |
| 6M | +43.8% | +11.8% | +32.0% | +39.0% |
| YTD | +20.1% | +13.6% | +6.5% | +14.8% |
| 1Y | +22.3% | +24.0% | -1.7% | +14.4% |
| 3Y | +43.3% | +256.6% | -213.3% | -0.7% |
| 5Y | +47.3% | +240.2% | -192.9% | +0.6% |
| 10Y | +313.7% | +373.0% | -59.3% | +147.7% |
| All | +313.7% | +397.7% | -84.0% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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