+54.7%
RSP vs ADP
+16.9%
+37.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -0.8% | -3.4% | +2.7% | +0.2% |
| 30D | -0.3% | +2.8% | -3.1% | -1.1% |
| 3M | +4.3% | +20.9% | -16.7% | -1.5% |
| 6M | +8.8% | +29.9% | -21.1% | +0.2% |
| YTD | +15.3% | +9.6% | +5.6% | +13.7% |
| 1Y | +18.3% | -5.3% | +23.5% | +24.3% |
| All | +54.7% | +16.9% | +37.8% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling