+1,280.6%
NOK vs ADP
+5,278.0%
-3,997.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.3% |
| 7D | -2.7% | +3.2% | -5.9% | -4.5% |
| 30D | -20.4% | +12.8% | -33.1% | -26.4% |
| 3M | -9.6% | +12.3% | -22.0% | -17.1% |
| 6M | -35.6% | +45.4% | -81.1% | -50.4% |
| YTD | +27.5% | +21.4% | +6.1% | +8.2% |
| 1Y | +18.4% | +23.7% | -5.3% | -0.9% |
| 3Y | +151.8% | +43.6% | +108.2% | +89.3% |
| 5Y | +61.1% | +48.7% | +12.4% | +16.7% |
| 10Y | +123.7% | +316.1% | -192.4% | -19.1% |
| All | +1,280.6% | +5,278.0% | -3,997.3% | +33.1% |
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 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