+1,578.5%
NOK vs ADP
+4,757.1%
-3,178.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.7% | +3.8% |
| 7D | -1.8% | -3.4% | +1.7% | +0.1% |
| 30D | +4.7% | +2.8% | +1.9% | +2.8% |
| 3M | -39.7% | +20.9% | -60.6% | -47.2% |
| 6M | +23.1% | +29.9% | -6.8% | +2.5% |
| YTD | +55.0% | +9.6% | +45.4% | +41.7% |
| 1Y | +118.0% | -5.3% | +123.3% | +116.2% |
| 3Y | +170.5% | +16.5% | +154.0% | +132.6% |
| 5Y | +84.9% | +49.4% | +35.5% | +35.2% |
| 10Y | +112.0% | +282.2% | -170.2% | -18.3% |
| All | +1,578.5% | +4,757.1% | -3,178.5% | +74.4% |
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