+196.2%
RDDT vs ADP
+13.8%
+182.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.7% |
| 7D | +3.3% | -5.5% | +8.8% | +5.9% |
| 30D | -7.6% | -1.2% | -6.4% | -7.2% |
| 3M | -12.7% | +17.9% | -30.6% | -20.4% |
| 6M | +7.2% | +20.3% | -13.2% | -3.2% |
| YTD | -35.0% | +5.8% | -40.8% | -37.7% |
| 1Y | -35.0% | -7.7% | -27.3% | -34.0% |
| All | +196.2% | +13.8% | +182.4% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling