+1,127.7%
RSP vs ADP
+1,690.2%
-562.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.8% |
| 7D | -0.8% | -3.4% | +2.7% | +1.3% |
| 30D | -0.3% | +2.8% | -3.1% | -2.1% |
| 3M | +4.3% | +20.9% | -16.7% | -8.1% |
| 6M | +8.8% | +29.9% | -21.1% | -9.4% |
| YTD | +15.3% | +9.6% | +5.6% | +6.3% |
| 1Y | +18.3% | -5.3% | +23.5% | +19.3% |
| 3Y | +52.8% | +16.5% | +36.3% | +32.9% |
| 5Y | +51.7% | +49.4% | +2.3% | +9.9% |
| 10Y | +208.5% | +282.2% | -73.7% | +10.5% |
| All | +1,127.7% | +1,690.2% | -562.5% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling