+2,906.4%
ADP vs DGX
+8,858.2%
-5,951.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.8% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | +2.8% | +0.6% | +2.2% | +2.6% |
| 3M | +20.9% | +21.4% | -0.5% | +14.9% |
| 6M | +29.9% | +14.7% | +15.2% | +25.0% |
| YTD | +9.6% | +38.4% | -28.8% | +0.3% |
| 1Y | -5.3% | +34.0% | -39.2% | -12.7% |
| 3Y | +16.5% | +92.7% | -76.2% | -3.1% |
| 5Y | +49.4% | +67.7% | -18.3% | +27.8% |
| 10Y | +282.2% | +248.0% | +34.2% | +170.2% |
| All | +2,906.4% | +8,858.2% | -5,951.8% | +1,167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling