+37,168.6%
ADI vs DE
+14,571.6%
+22,597.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +2.4% | +0.7% | +1.8% | +2.1% |
| 30D | -6.6% | +9.6% | -16.2% | -10.4% |
| 3M | -9.8% | +19.0% | -28.8% | -16.4% |
| 6M | +15.7% | +16.1% | -0.4% | +8.3% |
| YTD | +35.1% | +47.0% | -11.9% | +14.2% |
| 1Y | +47.7% | +43.1% | +4.6% | +25.9% |
| 3Y | +114.5% | +77.5% | +37.0% | +66.1% |
| 5Y | +141.2% | +96.4% | +44.9% | +74.2% |
| 10Y | +611.3% | +852.9% | -241.6% | +166.6% |
| All | +37,168.6% | +14,571.6% | +22,597.0% | +4,228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling