+62.9%
ON vs ADP
+49.8%
+13.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.0% |
| 7D | +2.4% | -3.4% | +5.9% | +4.1% |
| 30D | -3.3% | +2.8% | -6.1% | -4.8% |
| 3M | -43.6% | +20.9% | -64.5% | -50.4% |
| 6M | +19.0% | +29.9% | -10.9% | -2.4% |
| YTD | +37.4% | +9.6% | +27.7% | +28.6% |
| 1Y | +54.8% | -5.3% | +60.0% | +63.4% |
| 3Y | -25.2% | +16.5% | -41.6% | -35.3% |
| All | +62.9% | +49.8% | +13.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling