-41.6%
ORCL vs ADP
+26.1%
-67.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.3% |
| 7D | +8.0% | +2.2% | +5.8% | +8.3% |
| 30D | -4.0% | +10.6% | -14.5% | -3.2% |
| 3M | -19.5% | +12.9% | -32.4% | -18.7% |
| 6M | -33.5% | +50.6% | -84.1% | -35.9% |
| YTD | -34.8% | +23.2% | -58.0% | -42.8% |
| 1Y | -41.6% | +25.3% | -66.9% | -46.8% |
| All | -41.6% | +26.1% | -67.7% | -46.8% |
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