+319.9%
ADP vs DE
+762.0%
-442.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +10.6% | +3.6% | +7.0% | +9.3% |
| 3M | +12.9% | +10.2% | +2.7% | +8.9% |
| 6M | +50.6% | +16.6% | +34.1% | +41.6% |
| YTD | +23.2% | +45.8% | -22.6% | +5.3% |
| 1Y | +25.3% | +43.9% | -18.6% | +7.5% |
| 3Y | +47.1% | +89.6% | -42.5% | +11.1% |
| 5Y | +50.1% | +100.3% | -50.3% | +6.9% |
| All | +319.9% | +762.0% | -442.1% | +71.0% |
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