+213.4%
RSP vs ADP
+318.0%
-104.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | -1.0% | +3.2% | -4.3% | -2.6% |
| 30D | +2.6% | +14.9% | -12.3% | -4.6% |
| 3M | -0.8% | +11.6% | -12.4% | -6.6% |
| 6M | +6.3% | +48.5% | -42.2% | -14.5% |
| YTD | +14.1% | +20.6% | -6.4% | +1.8% |
| 1Y | +18.0% | +23.7% | -5.7% | +3.7% |
| 3Y | +61.0% | +47.8% | +13.2% | +26.7% |
| 5Y | +45.6% | +47.7% | -2.1% | +12.5% |
| All | +213.4% | +318.0% | -104.6% | +52.8% |
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