+45.4%
ON vs ADP
-7.1%
+52.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -1.0% | -6.4% |
| 7D | -2.2% | -5.5% | +3.3% | -5.3% |
| 30D | -12.4% | -1.2% | -11.2% | -12.8% |
| 3M | -41.2% | +17.9% | -59.1% | -34.7% |
| 6M | +25.0% | +20.3% | +4.7% | +39.0% |
| YTD | +31.3% | +5.8% | +25.4% | +54.5% |
| 1Y | +45.4% | -7.7% | +53.1% | +77.7% |
| All | +45.4% | -7.1% | +52.6% | +77.7% |
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