+49.6%
ADP vs DOCN
-34.6%
+84.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.9% | +17.0% | +2.1% |
| 7D | +7.4% | -29.3% | +36.6% | +9.3% |
| 30D | +17.1% | -46.0% | +63.1% | +20.9% |
| 3M | +14.4% | -43.2% | +57.6% | +17.3% |
| 6M | +47.9% | -53.7% | +101.6% | +52.7% |
| YTD | +22.1% | +46.9% | -24.8% | +11.0% |
| 1Y | +21.8% | +54.3% | -32.6% | +9.9% |
| 3Y | +50.5% | +185.5% | -135.1% | +21.3% |
| 5Y | +49.6% | -31.1% | +80.7% | +30.8% |
| All | +49.6% | -34.6% | +84.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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