+91.4%
ORCL vs ADP
+49.8%
+41.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.9% |
| 7D | +5.3% | -3.4% | +8.7% | +6.6% |
| 30D | +10.0% | +2.8% | +7.2% | +8.8% |
| 3M | -32.6% | +20.9% | -53.5% | -38.1% |
| 6M | +4.9% | +29.9% | -24.9% | -6.9% |
| YTD | -17.8% | +9.6% | -27.4% | -21.5% |
| 1Y | -28.0% | -5.3% | -22.7% | -26.9% |
| 3Y | +36.0% | +16.5% | +19.5% | +24.4% |
| All | +91.4% | +49.8% | +41.7% | +49.1% |
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