+48.1%
ADP vs ONON
-24.2%
+72.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.7% | -5.3% | -0.4% | -5.2% |
| 30D | -1.4% | -13.1% | +11.7% | +0.1% |
| 3M | +16.6% | -29.3% | +45.9% | +20.4% |
| 6M | +24.9% | -34.5% | +59.5% | +29.7% |
| YTD | +5.6% | -42.2% | +47.8% | +11.0% |
| 1Y | -6.0% | -37.3% | +31.3% | -2.3% |
| 3Y | +14.5% | -9.3% | +23.7% | +11.3% |
| All | +48.1% | -24.2% | +72.3% | +37.4% |
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