+100.7%
ADP vs ROIV
+248.8%
-148.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.3% |
| 7D | +7.4% | -2.4% | +9.8% | +7.4% |
| 30D | +17.1% | +3.1% | +14.0% | +16.9% |
| 3M | +14.4% | +5.8% | +8.6% | +14.1% |
| 6M | +47.9% | +29.3% | +18.6% | +45.9% |
| YTD | +22.1% | +68.8% | -46.7% | +18.8% |
| 1Y | +21.8% | +81.0% | -59.3% | +18.0% |
| 3Y | +50.5% | +294.6% | -244.1% | +39.7% |
| 5Y | +49.6% | +373.1% | -323.6% | +31.5% |
| All | +100.7% | +248.8% | -148.1% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling