+29.8%
ORCL vs ADP
+49.8%
-20.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.3% |
| 7D | -17.5% | +7.4% | -24.8% | -19.4% |
| 30D | -20.2% | +17.1% | -37.2% | -24.7% |
| 3M | -19.9% | +14.4% | -34.4% | -24.1% |
| 6M | -37.4% | +47.9% | -85.3% | -47.1% |
| YTD | -40.1% | +22.1% | -62.2% | -45.2% |
| 1Y | -53.4% | +21.8% | -75.1% | -57.4% |
| 3Y | +10.4% | +50.5% | -40.1% | -10.4% |
| 5Y | +29.8% | +49.6% | -19.8% | +1.2% |
| All | +29.8% | +49.8% | -20.0% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling