+47.9%
ADP vs DOC
+43.5%
+4.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +2.0% |
| 7D | +6.4% | +8.7% | -2.4% | +4.7% |
| 30D | +16.6% | +7.6% | +9.0% | +15.0% |
| 3M | +12.9% | -5.3% | +18.1% | +13.8% |
| 6M | +45.7% | +27.6% | +18.1% | +39.2% |
| YTD | +20.6% | +32.4% | -11.8% | +14.1% |
| 1Y | +20.5% | +22.9% | -2.4% | +15.8% |
| All | +47.9% | +43.5% | +4.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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