+467.1%
DDOG vs ADP
+102.3%
+364.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.5% |
| 7D | -10.1% | -3.4% | -6.7% | -8.1% |
| 30D | -24.8% | +2.8% | -27.6% | -26.2% |
| 3M | -12.6% | +20.9% | -33.5% | -23.3% |
| 6M | +79.9% | +29.9% | +50.1% | +51.3% |
| YTD | +56.6% | +9.6% | +46.9% | +46.4% |
| 1Y | +61.6% | -5.3% | +66.8% | +64.2% |
| 3Y | +117.9% | +16.5% | +101.4% | +91.8% |
| 5Y | +54.2% | +49.4% | +4.8% | +20.1% |
| All | +467.1% | +102.3% | +364.7% | +254.6% |
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