+209.9%
ON vs ADP
+1,039.6%
-829.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.5% |
| 7D | +2.4% | -3.4% | +5.9% | +5.0% |
| 30D | -3.3% | +2.8% | -6.1% | -5.6% |
| 3M | -43.6% | +20.9% | -64.5% | -52.8% |
| 6M | +19.0% | +29.9% | -10.9% | -8.0% |
| YTD | +37.4% | +9.6% | +27.7% | +19.9% |
| 1Y | +54.8% | -5.3% | +60.0% | +50.4% |
| 3Y | -25.2% | +16.5% | -41.6% | -38.8% |
| 5Y | +62.7% | +49.4% | +13.3% | +11.0% |
| 10Y | +574.3% | +282.2% | +292.1% | +132.1% |
| All | +209.9% | +1,039.6% | -829.7% | -48.7% |
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