+128.5%
ADP vs RPRX
+79.2%
+49.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | +1.1% | +3.4% | -2.3% | +0.5% |
| 30D | +11.5% | +20.8% | -9.3% | +8.1% |
| 3M | +12.0% | +21.6% | -9.6% | +8.5% |
| 6M | +43.8% | +36.5% | +7.3% | +36.6% |
| YTD | +20.1% | +80.4% | -60.4% | +8.6% |
| 1Y | +22.3% | +81.8% | -59.5% | +10.4% |
| 3Y | +43.3% | +170.9% | -127.6% | +19.1% |
| 5Y | +47.3% | +95.2% | -47.8% | +31.4% |
| All | +128.5% | +79.2% | +49.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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