+319.9%
ADP vs RSG
+452.6%
-132.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +2.5% | -0.3% | +0.3% |
| 30D | +10.6% | +12.7% | -2.2% | +1.3% |
| 3M | +12.9% | +17.9% | -5.0% | 0.0% |
| 6M | +50.6% | +25.0% | +25.7% | +27.7% |
| YTD | +23.2% | +20.8% | +2.4% | +6.4% |
| 1Y | +25.3% | +24.3% | +1.0% | +5.8% |
| 3Y | +47.1% | +65.3% | -18.1% | -2.1% |
| 5Y | +50.1% | +99.1% | -49.0% | -15.8% |
| All | +319.9% | +452.6% | -132.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling