+72.8%
ADP vs ONON
-5.0%
+77.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +2.2% | -10.0% | +12.2% | +3.2% |
| 30D | +10.6% | -5.3% | +15.8% | +11.1% |
| 3M | +12.9% | +6.5% | +6.5% | +12.0% |
| 6M | +50.6% | -5.0% | +55.6% | +50.5% |
| YTD | +23.2% | -27.6% | +50.8% | +26.3% |
| 1Y | +25.3% | -20.7% | +45.9% | +27.1% |
| 3Y | +47.1% | +26.6% | +20.5% | +37.9% |
| 5Y | +50.1% | -9.6% | +59.6% | +35.3% |
| All | +72.8% | -5.0% | +77.8% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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