+64.8%
RSP vs ADP
+45.5%
+19.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +3.5% | +11.6% | -8.1% | +0.3% |
| 3M | +0.2% | +15.1% | -14.8% | -3.8% |
| 6M | +9.1% | +46.0% | -36.9% | -2.9% |
| YTD | +16.6% | +22.4% | -5.8% | +12.0% |
| 1Y | +17.9% | +24.5% | -6.6% | +12.2% |
| All | +64.8% | +45.5% | +19.4% | +48.8% |
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 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