+114.5%
ADI vs DG
+10.3%
+104.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.3% |
| 7D | +2.4% | -2.5% | +4.9% | +2.5% |
| 30D | -6.6% | +1.0% | -7.6% | -6.6% |
| 3M | -9.8% | +20.3% | -30.1% | -10.2% |
| 6M | +15.7% | -11.7% | +27.4% | +16.0% |
| YTD | +35.1% | -2.3% | +37.4% | +35.4% |
| 1Y | +47.7% | +20.0% | +27.7% | +47.5% |
| 3Y | +114.5% | +7.2% | +107.2% | +117.4% |
| All | +114.5% | +10.3% | +104.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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