+376.8%
DDOG vs ADP
+122.5%
+254.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +3.3% |
| 7D | -23.9% | +3.2% | -27.1% | -25.7% |
| 30D | -34.0% | +14.9% | -48.9% | -40.3% |
| 3M | -21.9% | +11.6% | -33.5% | -28.2% |
| 6M | +24.6% | +48.5% | -23.9% | -5.0% |
| YTD | +31.7% | +20.6% | +11.1% | +14.2% |
| 1Y | -6.2% | +23.7% | -29.9% | -20.0% |
| 3Y | +125.1% | +47.8% | +77.3% | +67.6% |
| 5Y | -3.5% | +47.7% | -51.2% | -27.0% |
| All | +376.8% | +122.5% | +254.3% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling