+48.7%
ADP vs ROIV
+380.3%
-331.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | +2.2% | +1.7% | +0.5% | +2.1% |
| 30D | +10.6% | +17.6% | -7.0% | +9.9% |
| 3M | +12.9% | +9.0% | +4.0% | +12.4% |
| 6M | +50.6% | +35.3% | +15.4% | +48.1% |
| YTD | +23.2% | +82.2% | -59.0% | +18.9% |
| 1Y | +25.3% | +92.3% | -67.0% | +20.5% |
| 3Y | +47.1% | +336.8% | -289.7% | +34.3% |
| All | +48.7% | +380.3% | -331.6% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling