+32.0%
RCL vs ADP
+20.3%
+11.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.5% | +3.8% | +6.3% |
| 7D | +11.7% | +6.4% | +5.3% | +11.5% |
| 30D | +21.1% | +16.6% | +4.5% | +20.4% |
| 3M | +2.9% | +12.9% | -10.0% | +2.4% |
| 6M | +29.8% | +45.7% | -15.8% | +28.2% |
| YTD | +21.4% | +20.6% | +0.8% | +36.6% |
| 1Y | +32.0% | +20.5% | +11.5% | +47.6% |
| All | +32.0% | +20.3% | +11.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling