+270.5%
ADP vs RRC
+7.9%
+262.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -1.2% | +9.4% | -10.7% | -2.0% |
| 3M | +17.9% | +7.4% | +10.5% | +17.1% |
| 6M | +20.3% | +1.5% | +18.9% | +20.0% |
| YTD | +5.8% | +19.4% | -13.6% | +3.9% |
| 1Y | -7.7% | +24.2% | -31.9% | -9.8% |
| 3Y | +14.7% | +32.8% | -18.1% | +10.5% |
| 5Y | +45.8% | +152.9% | -107.1% | +31.0% |
| 10Y | +270.5% | +3.9% | +266.6% | +210.0% |
| All | +270.5% | +7.9% | +262.6% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling