+12,023.7%
ADP vs ROST
+73,551.8%
-61,528.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.9% | -1.8% | +2.7% | +1.2% |
| 30D | +11.9% | +6.8% | +5.1% | +10.5% |
| 3M | +13.7% | -4.0% | +17.7% | +14.4% |
| 6M | +46.8% | +12.9% | +33.9% | +42.9% |
| YTD | +21.8% | +34.7% | -13.0% | +14.4% |
| 1Y | +23.5% | +49.5% | -26.0% | +13.8% |
| 3Y | +44.1% | +101.5% | -57.4% | +24.4% |
| 5Y | +49.9% | +120.7% | -70.8% | +25.3% |
| 10Y | +318.8% | +317.8% | +0.9% | +209.2% |
| All | +12,023.7% | +73,551.8% | -61,528.1% | +4,325.5% |
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