+1,586.0%
ADP vs RSG
+2,015.2%
-429.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | +2.8% | +7.6% | -4.8% | +0.6% |
| 3M | +20.9% | +7.4% | +13.5% | +18.5% |
| 6M | +29.9% | -3.3% | +33.1% | +31.1% |
| YTD | +9.6% | +6.0% | +3.6% | +7.7% |
| 1Y | -5.3% | -3.7% | -1.6% | -4.3% |
| 3Y | +16.5% | +59.1% | -42.6% | +1.9% |
| 5Y | +49.4% | +89.0% | -39.6% | +24.6% |
| 10Y | +282.2% | +412.5% | -130.3% | +155.2% |
| All | +1,586.0% | +2,015.2% | -429.3% | +765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling