+318.8%
ADP vs RL
+347.1%
-28.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +0.9% | -4.4% | +5.3% | +1.8% |
| 30D | +11.9% | +5.6% | +6.3% | +10.3% |
| 3M | +13.7% | -0.6% | +14.4% | +13.5% |
| 6M | +46.8% | +15.5% | +31.3% | +40.8% |
| YTD | +21.8% | +12.3% | +9.4% | +16.7% |
| 1Y | +23.5% | +19.3% | +4.2% | +16.6% |
| 3Y | +44.1% | +255.5% | -211.5% | -0.2% |
| 5Y | +49.9% | +247.1% | -197.2% | +1.7% |
| 10Y | +318.8% | +346.0% | -27.3% | +154.4% |
| All | +318.8% | +347.1% | -28.4% | +154.4% |
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