+15.3%
ADP vs ONON
-9.1%
+24.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.3% |
| 7D | -5.5% | -1.7% | -3.8% | -5.3% |
| 30D | -1.2% | -27.4% | +26.1% | +1.1% |
| 3M | +17.9% | -26.5% | +44.4% | +20.4% |
| 6M | +20.3% | -34.2% | +54.6% | +23.8% |
| YTD | +5.8% | -41.3% | +47.2% | +9.9% |
| 1Y | -7.7% | -39.7% | +32.0% | -4.5% |
| All | +15.3% | -9.1% | +24.4% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling