+129.5%
ADP vs OPEN
-87.0%
+216.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -21.8% | +20.6% | -0.4% |
| 7D | +3.2% | -22.2% | +25.5% | +4.1% |
| 30D | +14.9% | -38.3% | +53.2% | +16.8% |
| 3M | +11.6% | -59.4% | +71.0% | +15.1% |
| 6M | +48.5% | -74.4% | +122.8% | +55.4% |
| YTD | +20.6% | -76.0% | +96.6% | +26.1% |
| 1Y | +23.7% | -78.7% | +102.4% | +29.5% |
| 3Y | +47.8% | -30.0% | +77.8% | +37.0% |
| 5Y | +47.7% | -93.7% | +141.4% | +40.3% |
| All | +129.5% | -87.0% | +216.5% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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