+55.6%
RGTI vs ADP
+46.7%
+9.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -0.1% | -5.7% | +5.6% | +2.8% |
| 30D | -16.2% | -1.4% | -14.8% | -15.9% |
| 3M | -22.0% | +16.6% | -38.6% | -30.8% |
| 6M | -10.8% | +24.9% | -35.7% | -25.3% |
| YTD | -31.6% | +5.6% | -37.1% | -35.1% |
| 1Y | -6.4% | -6.0% | -0.3% | -3.8% |
| 3Y | +665.7% | +14.5% | +651.2% | +567.6% |
| All | +55.6% | +46.7% | +9.0% | +24.8% |
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