+1,519.8%
ADI vs DLR
+3,455.1%
-1,935.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | +9.5% | +3.3% | +6.1% | +8.3% |
| 30D | -1.4% | +4.6% | -6.0% | -2.6% |
| 3M | +4.7% | -8.3% | +13.0% | +8.1% |
| 6M | -7.4% | -5.6% | -1.8% | -5.9% |
| YTD | +48.1% | +18.7% | +29.3% | +39.0% |
| 1Y | +69.6% | +17.1% | +52.5% | +60.0% |
| 3Y | +144.4% | +54.4% | +90.0% | +107.9% |
| 5Y | +134.1% | +36.5% | +97.6% | +103.5% |
| 10Y | +632.8% | +187.7% | +445.1% | +381.6% |
| All | +1,519.8% | +3,455.1% | -1,935.3% | +354.6% |
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