+163.8%
ON vs ADP
+1,153.2%
-989.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -11.7% | +3.2% | -14.9% | -13.9% |
| 30D | -23.3% | +14.9% | -38.2% | -31.2% |
| 3M | -19.2% | +11.6% | -30.8% | -26.6% |
| 6M | -40.1% | +48.5% | -88.6% | -58.0% |
| YTD | +16.9% | +20.6% | -3.7% | -5.8% |
| 1Y | +29.7% | +23.7% | +6.0% | +2.4% |
| 3Y | -4.4% | +47.8% | -52.2% | -35.1% |
| 5Y | +7.1% | +47.7% | -40.6% | -26.7% |
| 10Y | +447.2% | +324.0% | +123.2% | +72.9% |
| All | +163.8% | +1,153.2% | -989.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling