+313.7%
ADP vs RRC
+63.1%
+250.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.1% | -10.3% | +11.4% | +2.0% |
| 30D | +11.5% | +19.5% | -8.0% | +9.5% |
| 3M | +12.0% | +27.9% | -15.9% | +9.3% |
| 6M | +43.8% | +21.2% | +22.6% | +40.9% |
| YTD | +20.1% | +39.6% | -19.5% | +15.9% |
| 1Y | +22.3% | +31.3% | -9.0% | +18.7% |
| 3Y | +43.3% | +51.9% | -8.7% | +36.0% |
| 5Y | +47.3% | +110.2% | -62.8% | +33.8% |
| 10Y | +313.7% | +56.7% | +257.0% | +236.6% |
| All | +313.7% | +63.1% | +250.6% | +236.6% |
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