+275.2%
ADP vs RSG
+425.0%
-149.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | -5.7% | -1.8% | -3.9% | -4.4% |
| 30D | -1.4% | +2.8% | -4.2% | -3.4% |
| 3M | +16.6% | +4.3% | +12.3% | +13.0% |
| 6M | +24.9% | -0.5% | +25.5% | +24.9% |
| YTD | +5.6% | +5.2% | +0.4% | +1.0% |
| 1Y | -6.0% | -2.1% | -3.9% | -5.2% |
| 3Y | +14.5% | +56.5% | -42.1% | -21.2% |
| 5Y | +47.9% | +89.5% | -41.6% | -15.0% |
| All | +275.2% | +425.0% | -149.8% | +7.6% |
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