-7.7%
ADP vs RRC
+20.2%
-28.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.2% |
| 3M | +17.9% | +7.4% | +10.5% | +16.8% |
| 6M | +20.3% | +1.5% | +18.9% | +19.3% |
| YTD | +5.8% | +19.4% | -13.6% | +4.1% |
| 1Y | -7.7% | +24.2% | -31.9% | -7.6% |
| All | -7.7% | +20.2% | -28.0% | -7.6% |
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 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