+133.9%
ADP vs DOW
-10.0%
+143.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +3.2% | -6.8% | +10.0% | +5.0% |
| 30D | +12.8% | +10.8% | +2.0% | +9.7% |
| 3M | +12.3% | +4.1% | +8.2% | +10.7% |
| 6M | +45.4% | -12.7% | +58.2% | +49.6% |
| YTD | +21.4% | +39.2% | -17.8% | +7.5% |
| 1Y | +23.7% | +49.5% | -25.8% | +7.0% |
| 3Y | +43.6% | -24.4% | +68.0% | +48.0% |
| 5Y | +48.7% | -29.6% | +78.3% | +55.1% |
| All | +133.9% | -10.0% | +143.9% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling