+316.8%
ADP vs D
+42.6%
+274.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +3.2% | +3.0% | +0.3% | +2.0% |
| 30D | +14.9% | +11.5% | +3.4% | +9.8% |
| 3M | +11.6% | +3.7% | +7.9% | +9.8% |
| 6M | +48.5% | +13.5% | +34.9% | +40.1% |
| YTD | +20.6% | +20.7% | -0.2% | +10.1% |
| 1Y | +23.7% | +18.2% | +5.5% | +13.8% |
| 3Y | +47.8% | +73.3% | -25.5% | +11.2% |
| 5Y | +47.7% | +12.3% | +35.5% | +36.9% |
| All | +316.8% | +42.6% | +274.3% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling