+47.9%
ADP vs DGX
+59.5%
-11.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -5.7% | -3.5% | -2.3% | -4.8% |
| 30D | -1.4% | -2.7% | +1.3% | -0.7% |
| 3M | +16.6% | +13.9% | +2.7% | +12.4% |
| 6M | +24.9% | +16.0% | +8.9% | +19.7% |
| YTD | +5.6% | +34.9% | -29.4% | -3.7% |
| 1Y | -6.0% | +30.6% | -36.6% | -13.5% |
| 3Y | +14.5% | +93.0% | -78.5% | -7.8% |
| 5Y | +47.9% | +64.4% | -16.5% | +24.2% |
| All | +47.9% | +59.5% | -11.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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