-68.1%
RGTI vs ADP
+20.3%
-88.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.9% |
| 7D | -9.6% | +6.4% | -16.0% | -7.8% |
| 30D | -26.0% | +16.6% | -42.6% | -22.8% |
| 3M | -35.8% | +12.9% | -48.6% | -33.4% |
| 6M | -36.7% | +45.7% | -82.3% | -35.2% |
| YTD | -49.4% | +20.6% | -70.0% | -46.4% |
| 1Y | -68.1% | +20.5% | -88.6% | -66.7% |
| All | -68.1% | +20.3% | -88.5% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling