+479.5%
ADP vs RNG
+327.7%
+151.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.5% |
| 7D | -3.4% | +5.8% | -9.2% | -4.2% |
| 30D | +2.8% | +19.6% | -16.8% | +0.2% |
| 3M | +20.9% | +67.0% | -46.1% | +11.9% |
| 6M | +29.9% | +88.4% | -58.5% | +17.7% |
| YTD | +9.6% | +155.5% | -145.8% | -5.6% |
| 1Y | -5.3% | +141.7% | -146.9% | -18.1% |
| 3Y | +16.5% | +131.1% | -114.6% | -1.8% |
| 5Y | +49.4% | -70.6% | +120.0% | +58.1% |
| 10Y | +282.2% | +228.2% | +54.0% | +167.0% |
| All | +479.5% | +327.7% | +151.8% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling