+120.2%
DDOG vs ADP
+18.2%
+102.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.4% |
| 7D | -10.1% | -3.4% | -6.7% | -8.3% |
| 30D | -24.8% | +2.8% | -27.6% | -26.1% |
| 3M | -12.6% | +20.9% | -33.5% | -22.6% |
| 6M | +79.9% | +29.9% | +50.1% | +52.3% |
| YTD | +56.6% | +9.6% | +46.9% | +42.3% |
| 1Y | +61.6% | -5.3% | +66.8% | +57.4% |
| All | +120.2% | +18.2% | +102.1% | +96.8% |
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 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