-32.6%
RKT vs ADP
-7.1%
-25.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.1% |
| 7D | +6.0% | -5.5% | +11.5% | +7.1% |
| 30D | +0.7% | -1.2% | +1.9% | +0.9% |
| 3M | +11.8% | +17.9% | -6.0% | +9.5% |
| 6M | -7.6% | +20.3% | -28.0% | -7.6% |
| YTD | -28.7% | +5.8% | -34.5% | -22.7% |
| 1Y | -32.6% | -7.7% | -24.9% | -23.6% |
| All | -32.6% | -7.1% | -25.4% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling