+43.3%
ADP vs ROIV
+351.4%
-308.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.4% |
| 7D | +1.1% | +13.3% | -12.2% | +1.0% |
| 30D | +11.5% | +14.8% | -3.2% | +11.4% |
| 3M | +12.0% | +11.9% | +0.1% | +12.0% |
| 6M | +43.8% | +42.4% | +1.4% | +41.9% |
| YTD | +20.1% | +87.4% | -67.4% | +15.7% |
| 1Y | +22.3% | +97.2% | -74.9% | +17.0% |
| 3Y | +43.3% | +375.7% | -332.4% | +21.5% |
| All | +43.3% | +351.4% | -308.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling