+1,183.1%
ADP vs XRT
+514.3%
+668.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.6% |
| 7D | -3.4% | +0.8% | -4.2% | -3.8% |
| 30D | +2.8% | -4.2% | +7.0% | +4.8% |
| 3M | +20.9% | +5.1% | +15.8% | +17.8% |
| 6M | +29.9% | +2.4% | +27.5% | +27.6% |
| YTD | +9.6% | +3.2% | +6.4% | +7.3% |
| 1Y | -5.3% | +1.5% | -6.8% | -6.8% |
| 3Y | +16.5% | +40.6% | -24.1% | -4.9% |
| 5Y | +49.4% | -1.0% | +50.4% | +40.9% |
| 10Y | +282.2% | +128.4% | +153.8% | +113.0% |
| All | +1,183.1% | +514.3% | +668.8% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling