+10,816.5%
ADP vs RRX
+3,904.5%
+6,912.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -3.4% | +3.4% | -6.9% | -4.2% |
| 30D | +2.8% | -11.1% | +13.9% | +5.4% |
| 3M | +20.9% | -23.7% | +44.7% | +26.3% |
| 6M | +29.9% | -22.0% | +51.9% | +32.7% |
| YTD | +9.6% | +16.5% | -6.8% | +1.0% |
| 1Y | -5.3% | +11.5% | -16.8% | -12.4% |
| 3Y | +16.5% | +1.5% | +15.0% | +5.3% |
| 5Y | +49.4% | +18.3% | +31.1% | +27.5% |
| 10Y | +282.2% | +209.8% | +72.4% | +150.8% |
| All | +10,816.5% | +3,904.5% | +6,912.0% | +4,630.8% |
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