+1,374.4%
ADI vs DLR
+3,595.6%
-2,221.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.4% | +1.6% | -1.1% | -0.1% |
| 30D | -3.8% | -3.4% | -0.4% | -2.7% |
| 3M | -15.3% | +0.5% | -15.8% | -15.8% |
| 6M | +6.7% | +4.6% | +2.1% | +4.5% |
| YTD | +34.8% | +23.4% | +11.4% | +24.6% |
| 1Y | +49.0% | +19.0% | +30.0% | +39.1% |
| 3Y | +108.1% | +56.5% | +51.6% | +75.4% |
| 5Y | +142.4% | +33.3% | +109.1% | +111.1% |
| 10Y | +589.9% | +165.1% | +424.8% | +362.9% |
| All | +1,374.4% | +3,595.6% | -2,221.3% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling