+49.1%
ADP vs RRC
+110.6%
-61.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | +3.2% | -10.8% | +14.1% | +4.6% |
| 30D | +14.9% | +22.3% | -7.4% | +11.7% |
| 3M | +11.6% | +26.6% | -15.0% | +7.9% |
| 6M | +48.5% | +18.9% | +29.5% | +44.5% |
| YTD | +20.6% | +39.2% | -18.6% | +14.8% |
| 1Y | +23.7% | +34.0% | -10.3% | +18.2% |
| 3Y | +47.8% | +42.0% | +5.8% | +38.4% |
| All | +49.1% | +110.6% | -61.6% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling