+45.8%
ADP vs DE
+95.7%
-49.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.2% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | -1.2% | +9.6% | -10.9% | -2.9% |
| 3M | +17.9% | +19.0% | -1.1% | +13.8% |
| 6M | +20.3% | +16.1% | +4.3% | +16.3% |
| YTD | +5.8% | +47.0% | -41.2% | -3.9% |
| 1Y | -7.7% | +43.1% | -50.9% | -15.8% |
| 3Y | +14.7% | +77.5% | -62.8% | -1.8% |
| 5Y | +45.8% | +96.4% | -50.6% | +20.6% |
| All | +45.8% | +95.7% | -49.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling