+9.3%
ORCL vs ADP
+50.4%
-41.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.0% |
| 7D | -17.5% | +7.4% | -24.8% | -18.2% |
| 30D | -20.2% | +17.1% | -37.2% | -22.3% |
| 3M | -19.9% | +14.4% | -34.4% | -21.9% |
| 6M | -37.4% | +47.9% | -85.3% | -43.6% |
| YTD | -40.1% | +22.1% | -62.2% | -43.2% |
| 1Y | -53.4% | +21.8% | -75.1% | -55.8% |
| All | +9.3% | +50.4% | -41.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling