+59.7%
RGTI vs ADP
+54.9%
+4.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.5% | +5.7% |
| 7D | +5.5% | -5.5% | +10.9% | +8.3% |
| 30D | -11.9% | -1.2% | -10.6% | -11.6% |
| 3M | -27.4% | +17.9% | -45.2% | -35.6% |
| 6M | -7.1% | +20.3% | -27.4% | -19.3% |
| YTD | -28.6% | +5.8% | -34.5% | -32.3% |
| 1Y | +4.4% | -7.7% | +12.1% | +8.4% |
| 3Y | +698.5% | +14.7% | +683.8% | +603.1% |
| 5Y | +64.2% | +45.8% | +18.4% | +34.5% |
| All | +59.7% | +54.9% | +4.8% | +31.0% |
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