+47.1%
ADP vs RRC
+60.0%
-12.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | +2.2% | +6.4% | -4.2% | +1.6% |
| 30D | +10.6% | +23.9% | -13.3% | +8.0% |
| 3M | +12.9% | +30.2% | -17.3% | +9.6% |
| 6M | +50.6% | +26.3% | +24.4% | +46.5% |
| YTD | +23.2% | +48.1% | -24.9% | +17.7% |
| 1Y | +25.3% | +37.7% | -12.4% | +20.6% |
| 3Y | +47.1% | +60.3% | -13.2% | +40.3% |
| All | +47.1% | +60.0% | -12.8% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling