+2,786.0%
ADP vs RL
+1,476.5%
+1,309.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | +3.2% | -4.2% | +7.4% | +4.1% |
| 30D | +14.9% | +4.3% | +10.6% | +13.7% |
| 3M | +11.6% | -4.6% | +16.2% | +12.5% |
| 6M | +48.5% | +1.7% | +46.7% | +46.5% |
| YTD | +20.6% | +7.3% | +13.2% | +17.0% |
| 1Y | +23.7% | +20.8% | +2.9% | +16.8% |
| 3Y | +47.8% | +247.0% | -199.2% | +7.5% |
| 5Y | +47.7% | +225.5% | -177.7% | +6.8% |
| 10Y | +324.0% | +363.0% | -39.1% | +166.3% |
| All | +2,786.0% | +1,476.5% | +1,309.5% | +1,179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling