+68.5%
UBER vs ADP
+125.4%
-56.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.3% |
| 7D | +5.2% | +3.2% | +2.0% | +3.1% |
| 30D | -2.0% | +12.8% | -14.8% | -9.4% |
| 3M | -10.2% | +12.3% | -22.5% | -16.9% |
| 6M | -7.2% | +45.4% | -52.6% | -27.6% |
| YTD | -14.3% | +21.4% | -35.7% | -25.4% |
| 1Y | -25.6% | +23.7% | -49.3% | -36.1% |
| 3Y | +35.8% | +43.6% | -7.8% | +3.1% |
| 5Y | +61.5% | +48.7% | +12.8% | +17.8% |
| All | +68.5% | +125.4% | -56.9% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling