+53.8%
ADP vs ONON
-20.9%
+74.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -3.4% | -3.0% | -0.4% | -3.1% |
| 30D | +2.8% | -26.7% | +29.5% | +5.9% |
| 3M | +20.9% | -25.3% | +46.2% | +24.2% |
| 6M | +29.9% | -35.3% | +65.1% | +35.0% |
| YTD | +9.6% | -39.8% | +49.4% | +14.8% |
| 1Y | -5.3% | -39.2% | +34.0% | -1.2% |
| 3Y | +16.5% | -4.2% | +20.7% | +12.6% |
| All | +53.8% | -20.9% | +74.7% | +42.1% |
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