+45.4%
RSP vs ADP
+47.3%
-2.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.1% |
| 7D | -1.0% | +3.2% | -4.3% | -2.3% |
| 30D | +2.6% | +14.9% | -12.3% | -3.2% |
| 3M | -0.8% | +11.6% | -12.4% | -5.5% |
| 6M | +6.3% | +48.5% | -42.2% | -11.3% |
| YTD | +14.1% | +20.6% | -6.4% | +5.1% |
| 1Y | +18.0% | +23.7% | -5.7% | +7.1% |
| 3Y | +61.0% | +47.8% | +13.2% | +31.5% |
| All | +45.4% | +47.3% | -2.0% | +14.0% |
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