+208.0%
RDDT vs ADP
+13.5%
+194.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.7% |
| 7D | -0.4% | -5.7% | +5.3% | +2.3% |
| 30D | -0.5% | -1.4% | +0.8% | 0.0% |
| 3M | -9.8% | +16.6% | -26.4% | -17.3% |
| 6M | +15.8% | +24.9% | -9.1% | +2.3% |
| YTD | -32.4% | +5.6% | -38.0% | -35.2% |
| 1Y | -40.0% | -6.0% | -34.0% | -39.5% |
| All | +208.0% | +13.5% | +194.4% | +226.0% |
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