-23.2%
RCL vs ADP
-3.8%
-19.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.1% |
| 7D | -5.1% | -3.4% | -1.7% | -4.7% |
| 30D | -19.0% | +2.8% | -21.8% | -19.3% |
| 3M | -9.6% | +20.9% | -30.5% | -11.3% |
| 6M | -6.7% | +29.9% | -36.6% | -8.7% |
| YTD | -3.9% | +9.6% | -13.6% | +5.7% |
| All | -23.2% | -3.8% | -19.4% | -5.8% |
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