+49.6%
ON vs ADP
+24.2%
+25.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.5% |
| 7D | +17.0% | +0.3% | +16.8% | +17.2% |
| 30D | -3.9% | +11.6% | -15.5% | +3.8% |
| 3M | -11.5% | +15.1% | -26.6% | -2.1% |
| 6M | -29.2% | +46.0% | -75.2% | -10.0% |
| YTD | +36.2% | +22.4% | +13.8% | +86.4% |
| 1Y | +49.6% | +24.5% | +25.2% | +97.3% |
| All | +49.6% | +24.2% | +25.5% | +97.3% |
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