+535.7%
ON vs ADP
+315.9%
+219.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | 0.0% |
| 7D | -4.1% | +3.2% | -7.3% | -6.3% |
| 30D | -10.2% | +12.8% | -23.0% | -18.1% |
| 3M | -12.7% | +12.3% | -25.1% | -20.8% |
| 6M | -32.5% | +45.4% | -78.0% | -52.0% |
| YTD | +28.6% | +21.4% | +7.1% | +4.1% |
| 1Y | +43.4% | +23.7% | +19.7% | +14.2% |
| 3Y | +3.3% | +43.6% | -40.3% | -29.3% |
| 5Y | +22.5% | +48.7% | -26.2% | -18.6% |
| 10Y | +535.7% | +316.1% | +219.6% | +97.2% |
| All | +535.7% | +315.9% | +219.8% | +97.2% |
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 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