+141.2%
ADI vs DRI
+70.3%
+70.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +2.4% | -1.2% | +3.7% | +3.0% |
| 30D | -6.6% | -0.4% | -6.2% | -6.7% |
| 3M | -9.8% | +9.5% | -19.3% | -14.2% |
| 6M | +15.7% | +6.5% | +9.2% | +11.2% |
| YTD | +35.1% | +18.4% | +16.7% | +22.5% |
| 1Y | +47.7% | +4.2% | +43.5% | +42.0% |
| 3Y | +114.5% | +57.1% | +57.4% | +63.7% |
| 5Y | +141.2% | +70.4% | +70.8% | +71.0% |
| All | +141.2% | +70.3% | +70.9% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling