+43.6%
ADP vs RL
+260.1%
-216.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +1.3% | +1.9% | +3.0% |
| 30D | +12.8% | +7.6% | +5.1% | +12.0% |
| 3M | +12.3% | -1.5% | +13.8% | +12.3% |
| 6M | +45.4% | +12.1% | +33.3% | +43.5% |
| YTD | +21.4% | +13.9% | +7.5% | +19.3% |
| 1Y | +23.7% | +20.7% | +3.1% | +20.6% |
| 3Y | +43.6% | +260.6% | -216.9% | +22.3% |
| All | +43.6% | +260.1% | -216.4% | +22.3% |
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 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