+251.6%
ORCL vs ADP
+327.9%
-76.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | +0.5% | +1.1% | -0.6% | -0.1% |
| 30D | -15.3% | +11.5% | -26.8% | -20.0% |
| 3M | -18.2% | +12.0% | -30.3% | -23.3% |
| 6M | -38.4% | +43.8% | -82.2% | -49.5% |
| YTD | -37.7% | +20.1% | -57.8% | -44.4% |
| 1Y | -49.3% | +22.3% | -71.6% | -55.3% |
| 3Y | +10.6% | +43.3% | -32.7% | -11.6% |
| 5Y | +35.5% | +47.3% | -11.8% | +4.6% |
| 10Y | +251.6% | +313.7% | -62.1% | +64.0% |
| All | +251.6% | +327.9% | -76.3% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling