+6,286.5%
ADP vs ROP
+29,959.8%
-23,673.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.5% |
| 7D | +3.2% | +2.1% | +1.1% | +2.7% |
| 30D | +14.9% | +32.9% | -18.0% | +7.0% |
| 3M | +11.6% | +20.3% | -8.7% | +6.5% |
| 6M | +48.5% | +36.8% | +11.7% | +37.3% |
| YTD | +20.6% | +8.1% | +12.5% | +18.0% |
| 1Y | +23.7% | +8.3% | +15.4% | +21.0% |
| 3Y | +47.8% | -3.2% | +51.0% | +48.3% |
| 5Y | +47.7% | +1.7% | +46.0% | +46.4% |
| 10Y | +324.0% | +199.2% | +124.7% | +238.2% |
| All | +6,286.5% | +29,959.8% | -23,673.3% | +3,228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling