+207.1%
RSP vs ADP
+285.0%
-77.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.6% |
| 7D | -0.8% | -3.4% | +2.7% | +1.0% |
| 30D | -0.3% | +2.8% | -3.1% | -1.8% |
| 3M | +4.3% | +20.9% | -16.7% | -6.1% |
| 6M | +8.8% | +29.9% | -21.1% | -6.5% |
| YTD | +15.3% | +9.6% | +5.6% | +8.2% |
| 1Y | +18.3% | -5.3% | +23.5% | +20.1% |
| 3Y | +52.8% | +16.5% | +36.3% | +36.7% |
| 5Y | +51.7% | +49.4% | +2.3% | +16.0% |
| All | +207.1% | +285.0% | -77.9% | +53.2% |
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