+131.1%
ADI vs DE
+97.0%
+34.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +1.3% | -2.4% | +3.7% | +2.4% |
| 30D | -6.0% | +9.7% | -15.7% | -10.0% |
| 3M | -7.7% | +21.4% | -29.1% | -15.6% |
| 6M | +14.0% | +15.0% | -1.0% | +6.7% |
| YTD | +34.4% | +46.4% | -12.0% | +12.8% |
| 1Y | +48.0% | +45.6% | +2.3% | +24.1% |
| 3Y | +113.3% | +76.8% | +36.5% | +64.0% |
| 5Y | +131.1% | +99.4% | +31.7% | +66.7% |
| All | +131.1% | +97.0% | +34.1% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling