+11,853.5%
ADP vs DD
+1,151.9%
+10,701.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -2.1% |
| 7D | +1.1% | +9.8% | -8.7% | -1.9% |
| 30D | +11.5% | +19.3% | -7.8% | +5.5% |
| 3M | +12.0% | +9.4% | +2.7% | +8.6% |
| 6M | +43.8% | +4.8% | +39.0% | +40.5% |
| YTD | +20.1% | +30.2% | -10.2% | +8.7% |
| 1Y | +22.3% | +32.2% | -9.9% | +10.1% |
| 3Y | +43.3% | +93.1% | -49.8% | +11.9% |
| 5Y | +47.3% | +68.0% | -20.7% | +18.8% |
| 10Y | +313.7% | +98.5% | +215.2% | +200.0% |
| All | +11,853.5% | +1,151.9% | +10,701.6% | +4,168.1% |
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