+70.8%
ADP vs ONON
-1.9%
+72.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -10.1% | +11.1% | +2.0% |
| 30D | +11.9% | -1.8% | +13.7% | +12.0% |
| 3M | +13.7% | +12.3% | +1.4% | +12.2% |
| 6M | +46.8% | +2.0% | +44.8% | +45.5% |
| YTD | +21.8% | -25.3% | +47.1% | +24.4% |
| 1Y | +23.5% | -1.3% | +24.9% | +22.3% |
| 3Y | +44.1% | +29.0% | +15.0% | +34.9% |
| 5Y | +49.9% | -6.2% | +56.1% | +34.7% |
| All | +70.8% | -1.9% | +72.8% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling