+125.1%
DDOG vs ADP
+48.5%
+76.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.1% |
| 7D | -23.9% | +3.2% | -27.1% | -25.2% |
| 30D | -34.0% | +14.9% | -48.9% | -39.3% |
| 3M | -21.9% | +11.6% | -33.5% | -27.0% |
| 6M | +24.6% | +48.5% | -23.9% | -2.4% |
| YTD | +31.7% | +20.6% | +11.1% | +11.9% |
| 1Y | -6.2% | +23.7% | -29.9% | -21.1% |
| 3Y | +125.1% | +47.8% | +77.3% | +61.0% |
| All | +125.1% | +48.5% | +76.5% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling