+212.8%
RDDT vs ADP
+13.9%
+198.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | +2.1% | -3.4% | +5.5% | +3.8% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | -8.9% | +19.7% | -28.7% | -17.6% |
| 6M | +15.1% | +27.9% | -12.9% | +0.3% |
| YTD | -31.4% | +5.9% | -37.3% | -34.3% |
| 1Y | -39.4% | -7.5% | -32.0% | -38.5% |
| All | +212.8% | +13.9% | +198.9% | +230.6% |
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