+378.3%
DDOG vs ADP
+121.5%
+256.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -16.9% | +1.1% | -18.0% | -17.7% |
| 30D | -38.8% | +11.5% | -50.3% | -43.5% |
| 3M | -23.2% | +12.0% | -35.3% | -29.6% |
| 6M | -10.3% | +43.8% | -54.1% | -30.5% |
| YTD | +32.1% | +20.1% | +12.0% | +14.9% |
| 1Y | -6.1% | +22.3% | -28.4% | -19.4% |
| 3Y | +79.2% | +43.3% | +35.9% | +36.0% |
| 5Y | -8.6% | +47.3% | -56.0% | -30.7% |
| All | +378.3% | +121.5% | +256.8% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling