+14.7%
ADP vs DE
+72.4%
-57.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.3% |
| 7D | -5.5% | +0.7% | -6.2% | -5.5% |
| 30D | -1.2% | +9.6% | -10.9% | -2.2% |
| 3M | +17.9% | +19.0% | -1.1% | +15.3% |
| 6M | +20.3% | +16.1% | +4.3% | +18.0% |
| YTD | +5.8% | +47.0% | -41.2% | -2.1% |
| 1Y | -7.7% | +43.1% | -50.9% | -14.2% |
| 3Y | +14.7% | +77.5% | -62.8% | +2.3% |
| All | +14.7% | +72.4% | -57.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling