+318.8%
ADP vs RNG
+248.5%
+70.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +0.9% | -3.5% | +4.4% | +1.4% |
| 30D | +11.9% | -3.8% | +15.7% | +12.2% |
| 3M | +13.7% | +18.6% | -4.8% | +10.5% |
| 6M | +46.8% | +69.2% | -22.4% | +34.6% |
| YTD | +21.8% | +161.9% | -140.1% | +3.7% |
| 1Y | +23.5% | +176.2% | -152.7% | +4.4% |
| 3Y | +44.1% | +174.5% | -130.5% | +17.7% |
| 5Y | +49.9% | -71.9% | +121.8% | +62.0% |
| 10Y | +318.8% | +235.4% | +83.4% | +178.1% |
| All | +318.8% | +248.5% | +70.2% | +178.1% |
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