+1.8%
DUK vs ADP
-7.7%
+9.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.7% | -5.7% | +4.0% | -1.5% |
| 30D | -2.2% | -1.4% | -0.9% | -2.2% |
| 3M | -3.7% | +16.6% | -20.3% | -4.0% |
| 6M | -6.3% | +24.9% | -31.3% | -6.1% |
| YTD | +4.5% | +5.6% | -1.1% | +5.7% |
| 1Y | +1.8% | -6.0% | +7.9% | +7.1% |
| All | +1.8% | -7.7% | +9.6% | +7.1% |
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