+48.4%
RSP vs ADP
+49.5%
-1.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +2.4% | +2.2% | +0.2% | +1.5% |
| 30D | +4.3% | +10.6% | -6.3% | 0.0% |
| 3M | -0.3% | +12.9% | -13.2% | -5.4% |
| 6M | +9.8% | +50.6% | -40.8% | -8.8% |
| YTD | +16.8% | +23.2% | -6.4% | +6.6% |
| 1Y | +19.5% | +25.3% | -5.8% | +8.0% |
| 3Y | +65.1% | +47.1% | +18.0% | +35.7% |
| All | +48.4% | +49.5% | -1.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling