+54.1%
DDOG vs ADP
-7.1%
+61.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.9% |
| 7D | -6.1% | -5.5% | -0.6% | -2.7% |
| 30D | -10.1% | -1.2% | -8.9% | -9.4% |
| 3M | -9.3% | +17.9% | -27.1% | -19.7% |
| 6M | +67.2% | +20.3% | +46.9% | +41.6% |
| YTD | +54.6% | +5.8% | +48.8% | +25.1% |
| 1Y | +54.1% | -7.7% | +61.8% | +27.8% |
| All | +54.1% | -7.1% | +61.2% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling