+79.3%
ADI vs DRI
+34.0%
+45.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -3.8% |
| 7D | -5.1% | +6.5% | -11.6% | -5.9% |
| 30D | -3.1% | +16.4% | -19.5% | -5.2% |
| 3M | +7.1% | +13.6% | -6.5% | +4.8% |
| 6M | +2.9% | +22.0% | -19.1% | -2.1% |
| YTD | +51.1% | +29.3% | +21.8% | +37.2% |
| 1Y | +79.3% | +32.0% | +47.3% | +60.4% |
| All | +79.3% | +34.0% | +45.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling