+316.1%
ADP vs RL
+369.1%
-53.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +1.3% | +1.9% | +2.7% |
| 30D | +12.8% | +7.6% | +5.1% | +10.7% |
| 3M | +12.3% | -1.5% | +13.8% | +12.4% |
| 6M | +45.4% | +12.1% | +33.3% | +40.4% |
| YTD | +21.4% | +13.9% | +7.5% | +16.0% |
| 1Y | +23.7% | +20.7% | +3.1% | +16.5% |
| 3Y | +43.6% | +260.6% | -216.9% | -0.7% |
| 5Y | +48.7% | +248.9% | -200.1% | +0.9% |
| 10Y | +316.1% | +355.9% | -39.8% | +151.1% |
| All | +316.1% | +369.1% | -53.0% | +151.1% |
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