+279.0%
ADP vs ROST
+299.2%
-20.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.4% |
| 7D | -5.7% | -2.2% | -3.4% | -5.0% |
| 30D | -3.1% | -11.4% | +8.3% | +0.7% |
| 3M | +15.6% | -1.6% | +17.2% | +15.8% |
| 6M | +20.8% | +6.8% | +14.0% | +17.1% |
| YTD | +4.7% | +25.8% | -21.1% | -4.2% |
| 1Y | -8.3% | +52.4% | -60.7% | -21.7% |
| 3Y | +13.6% | +94.4% | -80.8% | -12.9% |
| 5Y | +45.0% | +108.2% | -63.2% | +4.9% |
| 10Y | +279.0% | +308.5% | -29.5% | +105.9% |
| All | +279.0% | +299.2% | -20.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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