+317.2%
ADP vs DE
+768.7%
-451.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +0.3% | +2.3% | -2.1% | -0.5% |
| 30D | +11.6% | +4.4% | +7.2% | +10.0% |
| 3M | +15.1% | +9.8% | +5.3% | +11.1% |
| 6M | +46.0% | +15.8% | +30.3% | +37.6% |
| YTD | +22.4% | +47.0% | -24.6% | +4.3% |
| 1Y | +24.5% | +42.8% | -18.3% | +7.1% |
| 3Y | +44.8% | +88.9% | -44.1% | +9.6% |
| 5Y | +49.1% | +101.9% | -52.8% | +5.9% |
| All | +317.2% | +768.7% | -451.6% | +69.5% |
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