+213.2%
RSP vs ADP
+315.9%
-102.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.6% |
| 7D | +0.7% | +3.2% | -2.4% | -0.9% |
| 30D | +3.7% | +12.8% | -9.1% | -2.6% |
| 3M | +0.7% | +12.3% | -11.6% | -5.5% |
| 6M | +9.0% | +45.4% | -36.4% | -11.2% |
| YTD | +16.7% | +21.4% | -4.7% | +3.7% |
| 1Y | +19.0% | +23.7% | -4.8% | +4.6% |
| 3Y | +64.7% | +43.6% | +21.1% | +31.8% |
| 5Y | +49.6% | +48.7% | +0.9% | +15.2% |
| 10Y | +213.2% | +316.1% | -102.9% | +50.8% |
| All | +213.2% | +315.9% | -102.7% | +50.8% |
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