+54.2%
RGTI vs ADP
+56.1%
-1.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.5% | -2.8% | +3.2% | +1.7% |
| 30D | -17.1% | +0.2% | -17.3% | -17.5% |
| 3M | -26.0% | +20.5% | -46.5% | -35.1% |
| 6M | -9.9% | +28.8% | -38.6% | -25.3% |
| YTD | -31.1% | +6.6% | -37.7% | -34.8% |
| 1Y | -8.5% | -6.9% | -1.6% | -5.4% |
| 3Y | +652.2% | +16.1% | +636.1% | +558.1% |
| 5Y | +56.8% | +49.3% | +7.4% | +28.0% |
| All | +54.2% | +56.1% | -1.9% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling