+244.8%
ORCL vs ADP
+318.0%
-73.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | -11.2% | +3.2% | -14.4% | -12.6% |
| 30D | -18.8% | +14.9% | -33.7% | -24.5% |
| 3M | -18.8% | +11.6% | -30.4% | -23.7% |
| 6M | -39.7% | +48.5% | -88.2% | -51.4% |
| YTD | -39.6% | +20.6% | -60.2% | -46.2% |
| 1Y | -51.7% | +23.7% | -75.4% | -57.7% |
| 3Y | +10.2% | +47.8% | -37.6% | -13.3% |
| 5Y | +30.8% | +47.7% | -16.9% | +0.9% |
| All | +244.8% | +318.0% | -73.2% | +62.7% |
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 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