+275.2%
ADP vs DE
+867.0%
-591.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.7% | -2.4% | -3.3% | -5.0% |
| 30D | -1.4% | +9.7% | -11.1% | -4.5% |
| 3M | +16.6% | +21.4% | -4.8% | +8.6% |
| 6M | +24.9% | +15.0% | +9.9% | +17.7% |
| YTD | +5.6% | +46.4% | -40.8% | -9.7% |
| 1Y | -6.0% | +45.6% | -51.7% | -19.6% |
| 3Y | +14.5% | +76.8% | -62.3% | -11.0% |
| 5Y | +47.9% | +99.4% | -51.5% | +5.4% |
| All | +275.2% | +867.0% | -591.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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