-25.1%
ON vs ADP
+16.9%
-42.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.0% |
| 7D | +2.4% | -3.4% | +5.9% | +2.5% |
| 30D | -3.3% | +2.8% | -6.1% | -3.4% |
| 3M | -43.6% | +20.9% | -64.5% | -44.8% |
| 6M | +19.0% | +29.9% | -10.9% | +12.4% |
| YTD | +37.4% | +9.6% | +27.7% | +42.9% |
| 1Y | +54.8% | -5.3% | +60.0% | +76.0% |
| All | -25.1% | +16.9% | -42.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling