-100.0%
DFNS vs ADP
+48.5%
-148.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.2% | -11.0% | -12.3% |
| 7D | -44.0% | +3.2% | -47.2% | -43.9% |
| 30D | -69.1% | +14.9% | -84.0% | -68.8% |
| 3M | -95.6% | +11.6% | -107.3% | -95.6% |
| 6M | -96.2% | +48.5% | -144.6% | -95.5% |
| YTD | -99.6% | +20.6% | -120.2% | -99.6% |
| 1Y | -99.7% | +23.7% | -123.4% | -99.8% |
| 3Y | -100.0% | +47.8% | -147.8% | -100.0% |
| All | -100.0% | +48.5% | -148.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling