+19.0%
RSP vs ADP
+24.1%
-5.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | +0.7% | +3.2% | -2.4% | +0.4% |
| 30D | +3.7% | +12.8% | -9.1% | +2.5% |
| 3M | +0.7% | +12.3% | -11.6% | -0.4% |
| 6M | +9.0% | +45.4% | -36.4% | +5.8% |
| YTD | +16.7% | +21.4% | -4.7% | +18.7% |
| 1Y | +19.0% | +23.7% | -4.8% | +19.1% |
| All | +19.0% | +24.1% | -5.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling