+14.7%
ADP vs RSG
+55.3%
-40.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | -5.5% | -0.7% | -4.7% | -5.1% |
| 30D | -1.2% | +3.3% | -4.5% | -2.9% |
| 3M | +17.9% | +8.5% | +9.4% | +13.5% |
| 6M | +20.3% | -3.5% | +23.8% | +22.4% |
| YTD | +5.8% | +5.5% | +0.3% | +2.8% |
| 1Y | -7.7% | -1.7% | -6.0% | -7.2% |
| 3Y | +14.7% | +56.9% | -42.2% | +13.4% |
| All | +14.7% | +55.3% | -40.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling