-98.3%
DFNS vs ADP
-7.1%
-91.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +3.5% |
| 7D | +0.8% | -5.5% | +6.3% | +8.1% |
| 30D | -73.2% | -1.2% | -72.0% | -73.2% |
| 3M | -72.4% | +17.9% | -90.3% | -75.9% |
| 6M | -95.2% | +20.3% | -115.5% | -95.9% |
| YTD | -98.0% | +5.8% | -103.8% | -98.0% |
| 1Y | -98.3% | -7.7% | -90.5% | -98.3% |
| All | -98.3% | -7.1% | -91.1% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling