-8.3%
ADP vs DD
+33.7%
-41.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.2% |
| 7D | -5.7% | -3.8% | -1.9% | -6.0% |
| 30D | -3.1% | -9.2% | +6.1% | -3.9% |
| 3M | +15.6% | -9.0% | +24.6% | +14.8% |
| 6M | +20.8% | -5.0% | +25.8% | +19.7% |
| YTD | +4.7% | +7.4% | -2.6% | +1.5% |
| 1Y | -8.3% | +35.1% | -43.4% | -13.5% |
| All | -8.3% | +33.7% | -41.9% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling