+279.0%
ADP vs DD
+64.9%
+214.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -5.7% | -3.8% | -1.9% | -4.5% |
| 30D | -3.1% | -9.2% | +6.1% | 0.0% |
| 3M | +15.6% | -9.0% | +24.6% | +18.7% |
| 6M | +20.8% | -5.0% | +25.8% | +21.0% |
| YTD | +4.7% | +7.4% | -2.6% | -0.3% |
| 1Y | -8.3% | +35.1% | -43.4% | -20.3% |
| 3Y | +13.6% | +43.2% | -29.7% | -6.6% |
| 5Y | +45.0% | +59.6% | -14.6% | +11.6% |
| 10Y | +279.0% | +66.5% | +212.5% | +153.2% |
| All | +279.0% | +64.9% | +214.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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