+53.2%
ADP vs RVTY
-30.5%
+83.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | +2.8% | +13.2% | -10.4% | +0.1% |
| 3M | +20.9% | +27.2% | -6.3% | +14.4% |
| 6M | +29.9% | +32.4% | -2.5% | +21.1% |
| YTD | +9.6% | +34.9% | -25.2% | +1.6% |
| 1Y | -5.3% | +52.4% | -57.6% | -15.1% |
| 3Y | +16.5% | +12.3% | +4.2% | +10.4% |
| All | +53.2% | -30.5% | +83.7% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling