+41.6%
XLE vs ADP
+24.1%
+17.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -6.7% | +3.2% | -9.9% | -6.9% |
| 30D | -4.4% | +12.8% | -17.2% | -5.4% |
| 3M | +4.0% | +12.3% | -8.3% | +2.9% |
| 6M | +13.2% | +45.4% | -32.2% | +9.2% |
| YTD | +41.9% | +21.4% | +20.5% | +35.2% |
| 1Y | +41.6% | +23.7% | +17.9% | +35.3% |
| All | +41.6% | +24.1% | +17.6% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling