+1,565.0%
ADI vs DLR
+3,477.6%
-1,912.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | +0.7% | +0.5% | +0.2% | +0.8% |
| 3M | +6.5% | -4.4% | +10.9% | +8.3% |
| 6M | -2.7% | -6.4% | +3.8% | -0.8% |
| YTD | +52.2% | +19.5% | +32.7% | +42.6% |
| 1Y | +77.5% | +10.5% | +66.9% | +70.5% |
| 3Y | +148.8% | +54.0% | +94.8% | +111.7% |
| 5Y | +142.9% | +39.7% | +103.2% | +109.5% |
| 10Y | +653.2% | +189.5% | +463.7% | +393.9% |
| All | +1,565.0% | +3,477.6% | -1,912.6% | +366.3% |
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 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