+380.4%
RCL vs ADP
+318.0%
+62.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.3% |
| 7D | +6.5% | +3.2% | +3.3% | +4.0% |
| 30D | +15.9% | +14.9% | +1.0% | +3.5% |
| 3M | +2.7% | +11.6% | -9.0% | -6.8% |
| 6M | +15.2% | +48.5% | -33.2% | -18.7% |
| YTD | +19.2% | +20.6% | -1.3% | -1.4% |
| 1Y | +31.6% | +23.7% | +7.9% | +6.6% |
| 3Y | +274.2% | +47.8% | +226.4% | +156.0% |
| 5Y | +250.1% | +47.7% | +202.4% | +135.7% |
| All | +380.4% | +318.0% | +62.4% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling