-6.3%
RKT vs ADP
+49.8%
-56.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | 0.0% |
| 7D | +2.1% | -3.4% | +5.5% | +4.1% |
| 30D | +1.4% | +2.8% | -1.3% | -0.1% |
| 3M | +6.3% | +20.9% | -14.7% | -5.1% |
| 6M | -15.5% | +29.9% | -45.3% | -28.5% |
| YTD | -27.4% | +9.6% | -37.0% | -31.3% |
| 1Y | -26.6% | -5.3% | -21.3% | -23.0% |
| 3Y | +41.2% | +16.5% | +24.8% | +22.0% |
| All | -6.3% | +49.8% | -56.0% | -37.1% |
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