+115.3%
ADI vs DE
+75.0%
+40.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +2.6% | -3.0% | +5.7% | +4.2% |
| 30D | -4.6% | +11.1% | -15.8% | -9.9% |
| 3M | -9.5% | +17.6% | -27.1% | -17.1% |
| 6M | +14.8% | +13.6% | +1.3% | +6.9% |
| YTD | +35.8% | +46.3% | -10.4% | +9.9% |
| 1Y | +48.9% | +44.2% | +4.8% | +20.9% |
| All | +115.3% | +75.0% | +40.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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