+46.9%
ADP vs ONON
-24.2%
+71.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -5.7% | -3.5% | -2.2% | -5.3% |
| 30D | -3.1% | -30.8% | +27.7% | +0.4% |
| 3M | +15.6% | -29.8% | +45.4% | +19.5% |
| 6M | +20.8% | -34.8% | +55.6% | +25.5% |
| YTD | +4.7% | -42.3% | +47.0% | +10.1% |
| 1Y | -8.3% | -39.5% | +31.2% | -4.3% |
| 3Y | +13.6% | -9.3% | +22.8% | +10.5% |
| All | +46.9% | -24.2% | +71.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling