+11,904.6%
ADP vs ROST
+70,444.2%
-58,539.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.9% |
| 7D | +3.2% | +1.2% | +2.0% | +3.0% |
| 30D | +14.9% | +2.5% | +12.4% | +14.3% |
| 3M | +11.6% | -9.0% | +20.6% | +13.4% |
| 6M | +48.5% | +1.3% | +47.1% | +47.5% |
| YTD | +20.6% | +29.1% | -8.5% | +14.2% |
| 1Y | +23.7% | +45.4% | -21.7% | +14.5% |
| 3Y | +47.8% | +94.9% | -47.1% | +28.5% |
| 5Y | +47.7% | +104.0% | -56.3% | +25.3% |
| 10Y | +324.0% | +314.8% | +9.1% | +213.9% |
| All | +11,904.6% | +70,444.2% | -58,539.6% | +4,317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling