+318.8%
ADP vs XRT
+145.8%
+172.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | -1.4% | +2.4% | +1.5% |
| 30D | +11.9% | +9.8% | +2.1% | +7.3% |
| 3M | +13.7% | +3.3% | +10.5% | +12.0% |
| 6M | +46.8% | +13.6% | +33.2% | +38.3% |
| YTD | +21.8% | +9.1% | +12.7% | +16.4% |
| 1Y | +23.5% | +15.1% | +8.5% | +15.3% |
| 3Y | +44.1% | +59.9% | -15.9% | +12.6% |
| 5Y | +49.9% | -1.7% | +51.6% | +44.3% |
| 10Y | +318.8% | +141.1% | +177.6% | +104.9% |
| All | +318.8% | +145.8% | +172.9% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling