+49.1%
ADP vs RSG
+100.8%
-51.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | +0.3% | +1.4% | -1.2% | -0.6% |
| 30D | +11.6% | +15.0% | -3.4% | +3.0% |
| 3M | +15.1% | +18.5% | -3.4% | +4.4% |
| 6M | +46.0% | +25.8% | +20.3% | +28.2% |
| YTD | +22.4% | +20.8% | +1.6% | +9.4% |
| 1Y | +24.5% | +24.8% | -0.3% | +9.1% |
| 3Y | +44.8% | +65.9% | -21.1% | +6.9% |
| 5Y | +49.1% | +99.1% | -50.0% | -3.2% |
| All | +49.1% | +100.8% | -51.7% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling