+53.2%
ADP vs RRC
+156.2%
-103.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | +2.8% | +10.1% | -7.3% | +1.6% |
| 3M | +20.9% | +4.0% | +16.9% | +20.2% |
| 6M | +29.9% | +1.6% | +28.3% | +29.3% |
| YTD | +9.6% | +19.7% | -10.1% | +6.9% |
| 1Y | -5.3% | +21.4% | -26.7% | -8.0% |
| 3Y | +16.5% | +29.7% | -13.2% | +10.8% |
| All | +53.2% | +156.2% | -103.0% | +33.1% |
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