+270.5%
ADP vs O
+50.0%
+220.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -5.5% | -0.6% | -4.9% | -5.2% |
| 30D | -1.2% | -2.0% | +0.7% | -0.4% |
| 3M | +17.9% | +3.0% | +14.9% | +16.4% |
| 6M | +20.3% | -3.6% | +24.0% | +22.0% |
| YTD | +5.8% | +12.1% | -6.2% | -0.2% |
| 1Y | -7.7% | +8.9% | -16.6% | -11.9% |
| 3Y | +14.7% | +30.3% | -15.6% | -0.5% |
| 5Y | +45.8% | +13.7% | +32.1% | +34.1% |
| 10Y | +270.5% | +50.3% | +220.2% | +207.8% |
| All | +270.5% | +50.0% | +220.5% | +207.8% |
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