+20.5%
ADP vs RRC
+44.7%
-24.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.1% | +2.7% |
| 7D | +6.4% | -6.8% | +13.1% | +6.7% |
| 30D | +16.6% | +34.7% | -18.1% | +13.5% |
| 3M | +12.9% | +31.5% | -18.6% | +10.0% |
| 6M | +45.7% | +21.8% | +23.9% | +41.6% |
| YTD | +20.6% | +48.9% | -28.2% | +17.7% |
| 1Y | +20.5% | +42.1% | -21.6% | +18.1% |
| All | +20.5% | +44.7% | -24.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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