+11,912.1%
ADP vs DOC
+2,934.4%
+8,977.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.7% |
| 7D | +6.4% | +8.7% | -2.4% | +3.9% |
| 30D | +16.6% | +7.6% | +9.0% | +14.3% |
| 3M | +12.9% | -5.3% | +18.1% | +14.4% |
| 6M | +45.7% | +27.6% | +18.1% | +35.1% |
| YTD | +20.6% | +32.4% | -11.8% | +10.5% |
| 1Y | +20.5% | +22.9% | -2.4% | +12.6% |
| 3Y | +48.7% | +43.1% | +5.6% | +31.1% |
| 5Y | +50.0% | -21.4% | +71.4% | +55.4% |
| 10Y | +324.2% | +16.8% | +307.4% | +285.0% |
| All | +11,912.1% | +2,934.4% | +8,977.7% | +4,851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling