-16.0%
RKT vs ADP
+157.9%
-173.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +10.3% | +1.1% | +9.2% | +9.7% |
| 30D | +32.3% | +11.5% | +20.8% | +25.2% |
| 3M | +10.7% | +12.0% | -1.3% | +4.6% |
| 6M | -3.2% | +43.8% | -47.0% | -20.2% |
| YTD | -21.5% | +20.1% | -41.6% | -28.8% |
| 1Y | -6.0% | +22.3% | -28.3% | -15.7% |
| 3Y | +104.2% | +43.3% | +60.9% | +60.4% |
| 5Y | +2.5% | +47.3% | -44.9% | -21.8% |
| All | -16.0% | +157.9% | -173.8% | -51.8% |
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 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