+10,816.5%
ADP vs DE
+14,847.5%
-4,031.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.4% | +10.0% | -13.5% | -6.0% |
| 30D | +2.8% | +13.3% | -10.5% | -0.9% |
| 3M | +20.9% | +17.5% | +3.4% | +14.9% |
| 6M | +29.9% | +13.6% | +16.3% | +23.9% |
| YTD | +9.6% | +49.8% | -40.1% | -3.9% |
| 1Y | -5.3% | +47.9% | -53.1% | -16.8% |
| 3Y | +16.5% | +72.5% | -56.1% | -3.6% |
| 5Y | +49.4% | +90.2% | -40.8% | +17.6% |
| 10Y | +282.2% | +865.4% | -583.2% | +87.0% |
| All | +10,816.5% | +14,847.5% | -4,031.0% | +2,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling