+47.8%
ADP vs RL
+240.1%
-192.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.1% |
| 7D | +3.2% | -4.2% | +7.4% | +3.6% |
| 30D | +14.9% | +4.3% | +10.6% | +14.4% |
| 3M | +11.6% | -4.6% | +16.2% | +11.9% |
| 6M | +48.5% | +1.7% | +46.7% | +47.7% |
| YTD | +20.6% | +7.3% | +13.2% | +19.0% |
| 1Y | +23.7% | +20.8% | +2.9% | +20.3% |
| 3Y | +47.8% | +247.0% | -199.2% | +26.5% |
| All | +47.8% | +240.1% | -192.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling