-25.7%
RKT vs ADP
+125.0%
-150.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.2% |
| 7D | -1.0% | -5.7% | +4.7% | +2.0% |
| 30D | -2.4% | -3.1% | +0.7% | -0.8% |
| 3M | +1.9% | +15.6% | -13.7% | -5.8% |
| 6M | -13.9% | +20.8% | -34.7% | -22.7% |
| YTD | -30.6% | +4.7% | -35.4% | -32.6% |
| 1Y | -34.4% | -8.3% | -26.1% | -30.9% |
| 3Y | +38.2% | +13.6% | +24.6% | +23.6% |
| 5Y | -9.7% | +45.0% | -54.7% | -28.2% |
| All | -25.7% | +125.0% | -150.7% | -54.3% |
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