+11,904.6%
ADP vs RVTY
+2,899.1%
+9,005.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.8% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +14.9% | +1.0% | +13.9% | +14.3% |
| 3M | +11.6% | +35.8% | -24.2% | +4.0% |
| 6M | +48.5% | +56.7% | -8.2% | +33.6% |
| YTD | +20.6% | +60.7% | -40.1% | +7.2% |
| 1Y | +23.7% | +73.7% | -50.0% | +8.1% |
| 3Y | +47.8% | +82.8% | -35.0% | +25.0% |
| 5Y | +47.7% | -7.0% | +54.7% | +42.2% |
| 10Y | +324.0% | +212.3% | +111.7% | +215.5% |
| All | +11,904.6% | +2,899.1% | +9,005.5% | +5,107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling