+48.7%
ADP vs D
+14.3%
+34.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.2% | +2.4% | +0.8% | +2.5% |
| 30D | +12.8% | +10.9% | +1.8% | +9.5% |
| 3M | +12.3% | +2.8% | +9.5% | +11.3% |
| 6M | +45.4% | +12.7% | +32.7% | +40.1% |
| YTD | +21.4% | +20.3% | +1.1% | +14.1% |
| 1Y | +23.7% | +17.1% | +6.6% | +17.2% |
| 3Y | +43.6% | +75.1% | -31.5% | +16.7% |
| 5Y | +48.7% | +13.1% | +35.6% | +50.0% |
| All | +48.7% | +14.3% | +34.4% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling