+284.5%
ADP vs RL
+313.2%
-28.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +2.8% | -7.8% | +10.6% | +4.5% |
| 3M | +20.9% | -4.0% | +24.9% | +21.5% |
| 6M | +29.9% | -1.9% | +31.8% | +28.7% |
| YTD | +9.6% | -0.2% | +9.8% | +8.1% |
| 1Y | -5.3% | +10.7% | -15.9% | -9.1% |
| 3Y | +16.5% | +210.8% | -194.3% | -16.5% |
| 5Y | +49.4% | +238.2% | -188.8% | +1.5% |
| All | +284.5% | +313.2% | -28.7% | +138.3% |
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