+162.6%
DUK vs ADP
+322.2%
-159.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +1.9% | +2.2% | -0.2% | +1.2% |
| 30D | +8.9% | +10.6% | -1.7% | +5.0% |
| 3M | +5.6% | +12.9% | -7.4% | +0.8% |
| 6M | +7.0% | +50.6% | -43.7% | -8.6% |
| YTD | +14.0% | +23.2% | -9.1% | +4.5% |
| 1Y | +9.1% | +25.3% | -16.2% | -0.7% |
| 3Y | +67.6% | +47.1% | +20.5% | +41.0% |
| 5Y | +56.6% | +50.1% | +6.5% | +27.8% |
| All | +162.6% | +322.2% | -159.6% | +44.3% |
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 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