+10,816.5%
ADP vs DD
+961.9%
+9,854.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | +2.8% | -10.3% | +13.1% | +6.0% |
| 3M | +20.9% | -7.5% | +28.5% | +23.3% |
| 6M | +29.9% | -8.0% | +37.9% | +31.5% |
| YTD | +9.6% | +10.5% | -0.8% | +4.6% |
| 1Y | -5.3% | +38.3% | -43.5% | -16.0% |
| 3Y | +16.5% | +42.5% | -26.0% | 0.0% |
| 5Y | +49.4% | +60.2% | -10.8% | +22.2% |
| 10Y | +282.2% | +68.9% | +213.3% | +191.7% |
| All | +10,816.5% | +961.9% | +9,854.6% | +4,007.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling