+270.5%
ADP vs XRT
+123.1%
+147.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.5% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -1.2% | -5.6% | +4.4% | +1.3% |
| 3M | +17.9% | +2.5% | +15.3% | +16.4% |
| 6M | +20.3% | +3.7% | +16.7% | +17.9% |
| YTD | +5.8% | +1.0% | +4.9% | +4.8% |
| 1Y | -7.7% | -1.2% | -6.5% | -7.9% |
| 3Y | +14.7% | +43.4% | -28.6% | -5.9% |
| 5Y | +45.8% | -0.7% | +46.5% | +38.7% |
| 10Y | +270.5% | +123.7% | +146.8% | +91.2% |
| All | +270.5% | +123.1% | +147.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XRT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling