+65.8%
XLE vs ADP
+44.7%
+21.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -0.2% | +0.9% | -1.2% | -0.4% |
| 30D | -4.0% | +11.9% | -15.9% | -6.4% |
| 3M | +4.6% | +13.7% | -9.1% | +1.5% |
| 6M | +12.3% | +46.8% | -34.5% | +2.1% |
| YTD | +44.5% | +21.8% | +22.8% | +38.5% |
| 1Y | +42.4% | +23.5% | +18.9% | +35.7% |
| All | +65.8% | +44.7% | +21.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling