+274.2%
RCL vs ADP
+48.5%
+225.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +6.5% | +3.2% | +3.3% | +5.4% |
| 30D | +15.9% | +14.9% | +1.0% | +10.0% |
| 3M | +2.7% | +11.6% | -9.0% | -1.7% |
| 6M | +15.2% | +48.5% | -33.2% | -3.2% |
| YTD | +19.2% | +20.6% | -1.3% | +15.0% |
| 1Y | +31.6% | +23.7% | +7.9% | +24.6% |
| 3Y | +274.2% | +47.8% | +226.4% | +256.8% |
| All | +274.2% | +48.5% | +225.6% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling