+319.9%
ADP vs O
+80.9%
+239.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +2.2% | -0.4% | +2.5% | +2.3% |
| 30D | +10.6% | +7.1% | +3.4% | +7.2% |
| 3M | +12.9% | -5.2% | +18.2% | +15.7% |
| 6M | +50.6% | -1.8% | +52.4% | +51.7% |
| YTD | +23.2% | +9.1% | +14.1% | +17.5% |
| 1Y | +25.3% | +9.7% | +15.6% | +19.2% |
| 3Y | +47.1% | +39.1% | +8.0% | +23.5% |
| 5Y | +50.1% | +8.4% | +41.7% | +41.1% |
| All | +319.9% | +80.9% | +239.1% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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