+313.7%
ADP vs ROP
+189.6%
+124.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | +1.1% | -1.6% | +2.7% | +2.1% |
| 30D | +11.5% | +29.5% | -18.0% | -5.3% |
| 3M | +12.0% | +17.5% | -5.5% | +1.0% |
| 6M | +43.8% | +38.1% | +5.7% | +17.1% |
| YTD | +20.1% | +7.0% | +13.1% | +13.7% |
| 1Y | +22.3% | +6.5% | +15.8% | +16.0% |
| 3Y | +43.3% | -5.5% | +48.8% | +43.9% |
| 5Y | +47.3% | -0.4% | +47.7% | +41.5% |
| 10Y | +313.7% | +183.6% | +130.1% | +136.0% |
| All | +313.7% | +189.6% | +124.1% | +136.0% |
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