+279.0%
ADP vs RNG
+215.2%
+63.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -5.7% | -4.1% | -1.6% | -5.1% |
| 30D | -3.1% | +8.6% | -11.7% | -4.3% |
| 3M | +15.6% | +78.0% | -62.4% | +5.9% |
| 6M | +20.8% | +67.0% | -46.2% | +11.1% |
| YTD | +4.7% | +142.4% | -137.7% | -9.4% |
| 1Y | -8.3% | +120.4% | -128.7% | -19.8% |
| 3Y | +13.6% | +122.1% | -108.6% | -4.1% |
| 5Y | +45.0% | -69.8% | +114.9% | +54.3% |
| 10Y | +279.0% | +223.4% | +55.6% | +154.2% |
| All | +279.0% | +215.2% | +63.8% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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