+42.7%
ORCL vs ADP
+49.5%
-6.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | +8.0% | +2.2% | +5.8% | +7.3% |
| 30D | -4.0% | +10.6% | -14.5% | -7.5% |
| 3M | -19.5% | +12.9% | -32.4% | -23.2% |
| 6M | -33.5% | +50.6% | -84.1% | -44.1% |
| YTD | -34.8% | +23.2% | -58.0% | -40.6% |
| 1Y | -41.6% | +25.3% | -66.9% | -47.4% |
| 3Y | +13.8% | +47.1% | -33.4% | -6.5% |
| All | +42.7% | +49.5% | -6.8% | +11.3% |
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 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