+37,071.2%
ADI vs DD
+961.9%
+36,109.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +0.4% | -3.5% | +3.9% | +2.0% |
| 30D | -3.8% | -10.3% | +6.5% | +0.7% |
| 3M | -15.3% | -7.5% | -7.7% | -12.4% |
| 6M | +6.7% | -8.0% | +14.7% | +10.4% |
| YTD | +34.8% | +10.5% | +24.3% | +28.9% |
| 1Y | +49.0% | +38.3% | +10.8% | +29.2% |
| 3Y | +108.1% | +42.5% | +65.6% | +76.3% |
| 5Y | +142.4% | +60.2% | +82.3% | +94.6% |
| 10Y | +589.9% | +68.9% | +521.1% | +413.9% |
| All | +37,071.2% | +961.9% | +36,109.3% | +9,708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 all: compounded portfolio wealth divided by compounded DD 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…
all analysis · Full analysis span regression · 6 months rolling