+53.2%
ADP vs ROST
+111.8%
-58.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | +0.9% | -4.4% | -3.6% |
| 30D | +2.8% | -8.9% | +11.7% | +4.9% |
| 3M | +20.9% | -0.8% | +21.8% | +20.9% |
| 6M | +29.9% | +8.5% | +21.4% | +26.6% |
| YTD | +9.6% | +28.6% | -18.9% | +2.2% |
| 1Y | -5.3% | +52.3% | -57.6% | -15.5% |
| 3Y | +16.5% | +94.8% | -78.4% | -4.3% |
| All | +53.2% | +111.8% | -58.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling