+215.7%
RSP vs ADM
+118.6%
+97.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +4.4% | -11.8% | +16.3% | +9.2% |
| 3M | +1.3% | -11.3% | +12.6% | +5.3% |
| 6M | +10.0% | -10.0% | +20.0% | +13.1% |
| YTD | +17.6% | +25.9% | -8.3% | +5.1% |
| 1Y | +19.2% | +26.7% | -7.4% | +6.1% |
| 3Y | +66.0% | +8.1% | +57.9% | +51.7% |
| 5Y | +50.4% | +23.5% | +26.9% | +21.8% |
| 10Y | +215.7% | +128.2% | +87.5% | +73.0% |
| All | +215.7% | +118.6% | +97.1% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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