+313.7%
ADP vs RVTY
+217.6%
+96.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.4% |
| 7D | +1.1% | +6.0% | -4.9% | -0.8% |
| 30D | +11.5% | +4.3% | +7.2% | +9.6% |
| 3M | +12.0% | +40.2% | -28.2% | +0.4% |
| 6M | +43.8% | +59.3% | -15.5% | +23.2% |
| YTD | +20.1% | +66.5% | -46.5% | +0.4% |
| 1Y | +22.3% | +77.5% | -55.2% | -0.1% |
| 3Y | +43.3% | +92.5% | -49.2% | +8.1% |
| 5Y | +47.3% | -6.8% | +54.2% | +43.4% |
| 10Y | +313.7% | +225.4% | +88.3% | +133.7% |
| All | +313.7% | +217.6% | +96.1% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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