+47.6%
ON vs ADP
+20.3%
+27.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -0.2% |
| 7D | -5.8% | +6.4% | -12.2% | -1.8% |
| 30D | -17.1% | +16.6% | -33.7% | -8.2% |
| 3M | -11.8% | +12.9% | -24.7% | -3.9% |
| 6M | -30.2% | +45.7% | -75.8% | -12.9% |
| YTD | +31.6% | +20.6% | +10.9% | +77.6% |
| 1Y | +47.6% | +20.5% | +27.1% | +96.8% |
| All | +47.6% | +20.3% | +27.2% | +96.8% |
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