+99.3%
ADP vs RPRX
+57.8%
+41.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.7% | -4.0% | -1.7% | -5.0% |
| 30D | -3.1% | +4.9% | -8.0% | -3.8% |
| 3M | +15.6% | +9.4% | +6.2% | +13.9% |
| 6M | +20.8% | +33.3% | -12.5% | +15.2% |
| YTD | +4.7% | +59.0% | -54.2% | -3.3% |
| 1Y | -8.3% | +69.2% | -77.5% | -16.4% |
| 3Y | +13.6% | +124.1% | -110.5% | -2.4% |
| 5Y | +45.0% | +77.9% | -32.8% | +31.6% |
| All | +99.3% | +57.8% | +41.5% | +81.9% |
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