+25.3%
ADP vs ONON
-20.5%
+45.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.9% |
| 3M | +12.9% | +6.5% | +6.5% | +11.9% |
| 6M | +50.6% | -5.0% | +55.6% | +50.1% |
| YTD | +23.2% | -27.6% | +50.8% | +30.9% |
| 1Y | +25.3% | -20.7% | +45.9% | +30.5% |
| All | +25.3% | -20.5% | +45.7% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling