+45.0%
ADP vs RSG
+90.2%
-45.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -5.7% | 0.0% | -5.6% | -5.6% |
| 30D | -3.1% | +3.7% | -6.7% | -5.0% |
| 3M | +15.6% | +6.2% | +9.4% | +11.9% |
| 6M | +20.8% | -2.8% | +23.6% | +22.6% |
| YTD | +4.7% | +5.9% | -1.1% | +1.1% |
| 1Y | -8.3% | -1.8% | -6.5% | -7.7% |
| 3Y | +13.6% | +57.5% | -43.9% | -13.4% |
| 5Y | +45.0% | +91.1% | -46.0% | -2.5% |
| All | +45.0% | +90.2% | -45.2% | -2.5% |
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