-95.6%
DFNS vs ADP
+12.6%
-108.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.2% | -11.0% | -12.4% |
| 7D | -44.0% | +3.2% | -47.2% | -43.9% |
| 30D | -69.1% | +14.9% | -84.0% | -68.6% |
| 3M | -95.6% | +11.6% | -107.3% | -95.7% |
| All | -95.6% | +12.6% | -108.2% | -95.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling