+10,816.5%
ADP vs D
+2,347.4%
+8,469.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -3.4% | +1.5% | -4.9% | -4.0% |
| 30D | +2.8% | -2.6% | +5.4% | +3.8% |
| 3M | +20.9% | 0.0% | +20.9% | +20.8% |
| 6M | +29.9% | +7.4% | +22.5% | +25.5% |
| YTD | +9.6% | +15.9% | -6.2% | +2.5% |
| 1Y | -5.3% | +18.1% | -23.4% | -12.4% |
| 3Y | +16.5% | +58.4% | -41.9% | -6.5% |
| 5Y | +49.4% | +5.2% | +44.2% | +40.8% |
| 10Y | +282.2% | +35.9% | +246.3% | +219.5% |
| All | +10,816.5% | +2,347.4% | +8,469.1% | +2,908.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling