+49.9%
ADP vs ROIV
+421.8%
-372.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +0.9% | +9.5% | -8.5% | +0.6% |
| 30D | +11.9% | +21.0% | -9.1% | +11.1% |
| 3M | +13.7% | +18.7% | -5.0% | +12.8% |
| 6M | +46.8% | +44.5% | +2.3% | +44.0% |
| YTD | +21.8% | +92.9% | -71.1% | +17.3% |
| 1Y | +23.5% | +100.2% | -76.7% | +18.7% |
| 3Y | +44.1% | +375.0% | -331.0% | +31.1% |
| 5Y | +49.9% | +435.2% | -385.3% | +27.5% |
| All | +49.9% | +421.8% | -372.0% | +27.5% |
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 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