+20.5%
ADP vs ROIV
+97.8%
-77.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.5% | +3.1% |
| 7D | +6.4% | +3.0% | +3.3% | +6.7% |
| 30D | +16.6% | +6.8% | +9.8% | +17.5% |
| 3M | +12.9% | +10.5% | +2.4% | +14.5% |
| 6M | +45.7% | +34.8% | +10.9% | +49.1% |
| YTD | +20.6% | +76.2% | -55.5% | +24.7% |
| 1Y | +20.5% | +92.4% | -71.9% | +23.3% |
| All | +20.5% | +97.8% | -77.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling