+18.9%
ADP vs O
+30.8%
-11.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +2.8% | -1.9% | +4.7% | +3.3% |
| 3M | +20.9% | +3.8% | +17.1% | +20.2% |
| 6M | +29.9% | -4.7% | +34.6% | +31.4% |
| YTD | +9.6% | +12.5% | -2.8% | +5.3% |
| 1Y | -5.3% | +10.8% | -16.1% | -8.7% |
| All | +18.9% | +30.8% | -11.9% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling