+53.2%
ADP vs ROIV
+250.7%
-197.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.1% |
| 7D | -3.4% | +0.6% | -4.1% | -3.5% |
| 30D | +2.8% | +1.0% | +1.8% | +2.7% |
| 3M | +20.9% | +18.3% | +2.6% | +20.0% |
| 6M | +29.9% | +18.3% | +11.5% | +28.7% |
| YTD | +9.6% | +61.0% | -51.3% | +6.9% |
| 1Y | -5.3% | +177.9% | -183.1% | -10.2% |
| 3Y | +16.5% | +199.1% | -182.6% | +9.2% |
| All | +53.2% | +250.7% | -197.5% | +31.6% |
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