+131.0%
ADP vs RPRX
+80.9%
+50.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +3.2% | +4.6% | -1.4% | +2.4% |
| 30D | +12.8% | +22.0% | -9.2% | +9.2% |
| 3M | +12.3% | +20.3% | -8.0% | +8.9% |
| 6M | +45.4% | +37.9% | +7.5% | +37.9% |
| YTD | +21.4% | +82.2% | -60.8% | +9.6% |
| 1Y | +23.7% | +83.7% | -60.0% | +11.5% |
| 3Y | +43.6% | +175.4% | -131.8% | +19.0% |
| 5Y | +48.7% | +87.7% | -39.0% | +32.8% |
| All | +131.0% | +80.9% | +50.1% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling