+45.8%
ADP vs DD
+61.7%
-15.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -1.2% | -7.4% | +6.2% | +0.6% |
| 3M | +17.9% | -6.4% | +24.3% | +19.4% |
| 6M | +20.3% | -2.5% | +22.8% | +19.6% |
| YTD | +5.8% | +10.2% | -4.4% | +0.7% |
| 1Y | -7.7% | +36.9% | -44.7% | -18.5% |
| 3Y | +14.7% | +47.0% | -32.3% | -4.2% |
| 5Y | +45.8% | +63.1% | -17.4% | +15.0% |
| All | +45.8% | +61.7% | -15.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling