-7.3%
ADP vs RPRX
+72.7%
-80.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.3% | +1.8% | -3.4% |
| 7D | -5.5% | -2.8% | -2.7% | -5.4% |
| 30D | -1.2% | +7.2% | -8.4% | -0.9% |
| 3M | +17.9% | +10.9% | +7.0% | +18.4% |
| 6M | +20.3% | +34.6% | -14.2% | +23.5% |
| YTD | +5.8% | +59.0% | -53.1% | +8.0% |
| All | -7.3% | +72.7% | -80.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling