+101.8%
ADP vs DOW
-15.9%
+117.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -5.7% | -6.0% | +0.3% | -4.2% |
| 30D | -3.1% | -2.7% | -0.3% | -2.5% |
| 3M | +15.6% | -10.5% | +26.1% | +18.5% |
| 6M | +20.8% | -12.4% | +33.2% | +23.3% |
| YTD | +4.7% | +30.0% | -25.3% | -5.4% |
| 1Y | -8.3% | +27.8% | -36.1% | -17.5% |
| 3Y | +13.6% | -34.9% | +48.5% | +22.9% |
| 5Y | +45.0% | -35.9% | +80.9% | +55.2% |
| All | +101.8% | -15.9% | +117.7% | +63.7% |
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