+546.8%
ON vs ADP
+319.4%
+227.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | +17.0% | +0.3% | +16.8% | +16.8% |
| 30D | -3.9% | +11.6% | -15.5% | -11.6% |
| 3M | -11.5% | +15.1% | -26.6% | -21.0% |
| 6M | -29.2% | +46.0% | -75.2% | -49.7% |
| YTD | +36.2% | +22.4% | +13.8% | +9.7% |
| 1Y | +49.6% | +24.5% | +25.2% | +18.7% |
| 3Y | +9.4% | +44.8% | -35.4% | -25.5% |
| 5Y | +25.8% | +49.1% | -23.3% | -16.5% |
| All | +546.8% | +319.4% | +227.3% | +95.9% |
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