+591.8%
ON vs ADP
+270.4%
+321.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -1.9% | -5.7% | +3.8% | +2.2% |
| 30D | -11.0% | -3.1% | -7.9% | -9.4% |
| 3M | -39.3% | +15.6% | -54.9% | -47.6% |
| 6M | +19.8% | +20.8% | -1.0% | -2.3% |
| YTD | +31.1% | +4.7% | +26.3% | +19.1% |
| 1Y | +46.0% | -8.3% | +54.3% | +47.9% |
| 3Y | -27.5% | +13.6% | -41.1% | -40.2% |
| 5Y | +56.9% | +45.0% | +11.9% | +5.2% |
| 10Y | +591.8% | +279.0% | +312.8% | +167.4% |
| All | +591.8% | +270.4% | +321.4% | +167.4% |
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