+279.0%
ADP vs OMC
+29.9%
+249.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.3% |
| 7D | -5.7% | -4.2% | -1.4% | -4.1% |
| 30D | -3.1% | -7.5% | +4.4% | -0.3% |
| 3M | +15.6% | +4.6% | +11.0% | +13.2% |
| 6M | +20.8% | -4.8% | +25.6% | +22.5% |
| YTD | +4.7% | -1.0% | +5.8% | +3.9% |
| 1Y | -8.3% | +3.8% | -12.1% | -11.1% |
| 3Y | +13.6% | +10.2% | +3.3% | +4.8% |
| 5Y | +45.0% | +29.7% | +15.3% | +20.5% |
| 10Y | +279.0% | +32.3% | +246.7% | +185.1% |
| All | +279.0% | +29.9% | +249.1% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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