+133.9%
NOK vs ADP
+319.4%
-185.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +11.0% | +0.3% | +10.7% | +10.9% |
| 30D | -16.0% | +11.6% | -27.6% | -20.0% |
| 3M | -19.8% | +15.1% | -34.8% | -25.0% |
| 6M | -37.1% | +46.0% | -83.2% | -48.1% |
| YTD | +28.0% | +22.4% | +5.6% | +14.1% |
| 1Y | +17.9% | +24.5% | -6.5% | +4.1% |
| 3Y | +152.7% | +44.8% | +107.9% | +103.3% |
| 5Y | +62.3% | +49.1% | +13.2% | +27.0% |
| All | +133.9% | +319.4% | -185.5% | +12.0% |
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 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