+620.2%
ADI vs DLR
+188.2%
+432.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.0% |
| 7D | +9.5% | +3.3% | +6.1% | +8.2% |
| 30D | -1.4% | +4.6% | -6.0% | -2.8% |
| 3M | +4.7% | -8.3% | +13.0% | +8.4% |
| 6M | -7.4% | -5.6% | -1.8% | -5.8% |
| YTD | +48.1% | +18.7% | +29.3% | +38.1% |
| 1Y | +69.6% | +17.1% | +52.5% | +58.9% |
| 3Y | +144.4% | +54.4% | +90.0% | +104.2% |
| 5Y | +134.1% | +36.5% | +97.6% | +98.9% |
| All | +620.2% | +188.2% | +432.0% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling