+101.2%
ADP vs ROIV
+280.9%
-179.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +0.6% |
| 7D | +0.3% | +9.2% | -8.9% | 0.0% |
| 30D | +11.6% | +19.9% | -8.3% | +10.9% |
| 3M | +15.1% | +10.6% | +4.5% | +14.5% |
| 6M | +46.0% | +36.1% | +10.0% | +43.9% |
| YTD | +22.4% | +84.3% | -61.9% | +18.7% |
| 1Y | +24.5% | +87.6% | -63.1% | +20.6% |
| 3Y | +44.8% | +353.9% | -309.1% | +33.8% |
| 5Y | +49.1% | +376.1% | -327.0% | +30.5% |
| All | +101.2% | +280.9% | -179.7% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling