-99.9%
DFNS vs ADP
+113.7%
-213.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | -16.0% | -3.4% | -12.6% | -16.1% |
| 30D | -77.7% | +2.8% | -80.5% | -77.7% |
| 3M | -77.2% | +20.9% | -98.1% | -76.3% |
| 6M | -95.2% | +29.9% | -125.1% | -95.0% |
| YTD | -98.0% | +9.6% | -107.6% | -98.0% |
| 1Y | -98.3% | -5.3% | -93.0% | -98.4% |
| 3Y | -99.9% | +16.5% | -116.4% | -99.9% |
| 5Y | -99.9% | +49.4% | -149.3% | -99.9% |
| All | -99.9% | +113.7% | -213.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling