+10,816.5%
ADP vs RVTY
+2,416.7%
+8,399.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.5% |
| 6M | +29.9% | +32.4% | -2.5% | +21.2% |
| YTD | +9.6% | +34.9% | -25.2% | +1.7% |
| 1Y | -5.3% | +52.4% | -57.6% | -14.7% |
| 3Y | +16.5% | +12.3% | +4.2% | +9.4% |
| 5Y | +49.4% | -30.8% | +80.2% | +53.8% |
| 10Y | +282.2% | +150.7% | +131.5% | +199.0% |
| All | +10,816.5% | +2,416.7% | +8,399.8% | +4,840.2% |
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