+1,250.5%
NOK vs ADP
+5,357.0%
-4,106.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | +5.4% | +2.2% | +3.2% | +4.1% |
| 30D | -14.1% | +10.6% | -24.7% | -19.7% |
| 3M | -23.6% | +12.9% | -36.5% | -30.0% |
| 6M | -45.1% | +50.6% | -95.8% | -58.4% |
| YTD | +24.7% | +23.2% | +1.5% | +5.0% |
| 1Y | +19.0% | +25.3% | -6.2% | -1.0% |
| 3Y | +147.0% | +47.1% | +99.9% | +83.2% |
| 5Y | +58.2% | +50.1% | +8.1% | +14.0% |
| 10Y | +122.3% | +323.6% | -201.4% | -20.4% |
| All | +1,250.5% | +5,357.0% | -4,106.5% | +29.2% |
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