-50.4%
ORCL vs ADP
+24.1%
-74.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.4% |
| 7D | -6.5% | +3.2% | -9.7% | -6.1% |
| 30D | -16.6% | +12.8% | -29.3% | -16.1% |
| 3M | -21.6% | +12.3% | -33.9% | -21.1% |
| 6M | -39.4% | +45.4% | -84.8% | -41.5% |
| YTD | -38.7% | +21.4% | -60.1% | -46.5% |
| 1Y | -50.4% | +23.7% | -74.1% | -56.0% |
| All | -50.4% | +24.1% | -74.4% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling