-100.0%
DFNS vs ADP
+137.3%
-237.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.4% | +12.7% |
| 7D | -13.0% | +0.9% | -13.9% | -12.9% |
| 30D | -56.9% | +11.9% | -68.8% | -56.7% |
| 3M | -93.2% | +13.7% | -107.0% | -93.2% |
| 6M | -95.4% | +46.8% | -142.2% | -95.1% |
| YTD | -99.5% | +21.8% | -121.3% | -99.5% |
| 1Y | -99.6% | +23.5% | -123.2% | -99.6% |
| 3Y | -100.0% | +44.1% | -144.0% | -100.0% |
| 5Y | -100.0% | +49.9% | -149.8% | -100.0% |
| All | -100.0% | +137.3% | -237.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling