-100.0%
DFNS vs ADP
+134.0%
-233.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -42.8% | +1.1% | -43.9% | -42.8% |
| 30D | -67.6% | +11.5% | -79.1% | -67.4% |
| 3M | -94.9% | +12.0% | -106.9% | -94.8% |
| 6M | -96.7% | +43.8% | -140.5% | -96.5% |
| YTD | -99.6% | +20.1% | -119.7% | -99.6% |
| 1Y | -99.7% | +22.3% | -122.0% | -99.7% |
| 3Y | -100.0% | +43.3% | -143.3% | -100.0% |
| 5Y | -100.0% | +47.3% | -147.3% | -100.0% |
| All | -100.0% | +134.0% | -233.9% | -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