+47.8%
ADP vs ROP
-3.5%
+51.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.4% |
| 7D | +3.2% | +2.1% | +1.1% | +2.0% |
| 30D | +14.9% | +32.9% | -18.0% | -2.3% |
| 3M | +11.6% | +20.3% | -8.7% | +0.3% |
| 6M | +48.5% | +36.8% | +11.7% | +24.1% |
| YTD | +20.6% | +8.1% | +12.5% | +12.4% |
| 1Y | +23.7% | +8.3% | +15.4% | +15.1% |
| 3Y | +47.8% | -3.2% | +51.0% | +43.8% |
| All | +47.8% | -3.5% | +51.3% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling