+281.8%
ADP vs ROP
+140.4%
+141.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | +0.1% |
| 7D | -3.4% | -4.4% | +1.0% | -0.7% |
| 30D | +2.8% | +3.2% | -0.4% | +0.8% |
| 3M | +20.9% | +23.1% | -2.1% | +6.3% |
| 6M | +29.9% | +13.3% | +16.6% | +20.1% |
| YTD | +9.6% | -7.9% | +17.5% | +14.2% |
| 1Y | -5.3% | -22.1% | +16.8% | +9.1% |
| 3Y | +16.5% | -16.8% | +33.3% | +26.9% |
| 5Y | +49.4% | -13.5% | +62.9% | +57.0% |
| All | +281.8% | +140.4% | +141.4% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling