+12,165.0%
ADP vs RRX
+4,247.4%
+7,917.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.1% |
| 7D | +2.2% | +4.3% | -2.2% | +1.2% |
| 30D | +10.6% | +12.3% | -1.8% | +7.0% |
| 3M | +12.9% | +3.7% | +9.3% | +10.9% |
| 6M | +50.6% | -13.9% | +64.6% | +51.3% |
| YTD | +23.2% | +26.5% | -3.3% | +10.4% |
| 1Y | +25.3% | +29.3% | -4.1% | +11.4% |
| 3Y | +47.1% | +65.6% | -18.4% | +17.5% |
| 5Y | +50.1% | +10.6% | +39.4% | +29.6% |
| 10Y | +323.6% | +202.9% | +120.8% | +177.2% |
| All | +12,165.0% | +4,247.4% | +7,917.5% | +5,071.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 all: compounded portfolio wealth divided by compounded RRX 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…
all analysis · Full analysis span regression · 6 months rolling