+293.8%
RCL vs ADP
+49.9%
+243.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.2% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +14.4% | +11.6% | +2.8% | +6.7% |
| 3M | +5.2% | +15.1% | -9.9% | -4.1% |
| 6M | +26.1% | +46.0% | -19.9% | -3.0% |
| YTD | +17.4% | +22.4% | -5.0% | +2.4% |
| 1Y | +24.7% | +24.5% | +0.2% | +7.4% |
| 3Y | +250.9% | +44.8% | +206.1% | +165.7% |
| 5Y | +293.8% | +49.1% | +244.8% | +170.3% |
| All | +293.8% | +49.9% | +243.9% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling