+48.7%
ADP vs ROP
+1.9%
+46.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +1.7% |
| 30D | +10.6% | +28.8% | -18.2% | -5.4% |
| 3M | +12.9% | +21.1% | -8.1% | +0.3% |
| 6M | +50.6% | +52.5% | -1.9% | +16.4% |
| YTD | +23.2% | +8.9% | +14.3% | +15.2% |
| 1Y | +25.3% | +8.2% | +17.0% | +17.6% |
| 3Y | +47.1% | -5.2% | +52.3% | +46.3% |
| All | +48.7% | +1.9% | +46.8% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling