+317.2%
ADP vs RL
+342.1%
-25.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.3% | +2.4% | -2.1% | -0.3% |
| 30D | +11.6% | +4.6% | +7.0% | +10.3% |
| 3M | +15.1% | -1.1% | +16.2% | +15.0% |
| 6M | +46.0% | +16.5% | +29.5% | +39.8% |
| YTD | +22.4% | +11.4% | +11.0% | +17.5% |
| 1Y | +24.5% | +16.1% | +8.4% | +18.2% |
| 3Y | +44.8% | +252.6% | -207.8% | +0.5% |
| 5Y | +49.1% | +244.9% | -195.8% | +1.3% |
| All | +317.2% | +342.1% | -25.0% | +156.4% |
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