+98.2%
ADP vs ROIV
+270.3%
-172.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.4% |
| 7D | +3.2% | +5.3% | -2.1% | +3.0% |
| 30D | +14.9% | +11.9% | +3.0% | +14.5% |
| 3M | +11.6% | +10.7% | +0.9% | +11.1% |
| 6M | +48.5% | +34.9% | +13.6% | +46.3% |
| YTD | +20.6% | +79.2% | -58.6% | +17.1% |
| 1Y | +23.7% | +89.0% | -65.3% | +19.7% |
| 3Y | +47.8% | +337.3% | -289.6% | +36.7% |
| 5Y | +47.7% | +402.3% | -354.6% | +29.6% |
| All | +98.2% | +270.3% | -172.1% | +71.0% |
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