+8,783.9%
ADI vs DRI
+8,100.2%
+683.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.0% | +8.1% |
| 7D | -4.4% | +3.1% | -7.5% | -5.4% |
| 30D | -2.8% | +16.2% | -19.1% | -7.4% |
| 3M | +1.5% | +8.4% | -6.8% | -1.4% |
| 6M | -4.7% | +19.0% | -23.7% | -10.6% |
| YTD | +46.8% | +28.8% | +18.0% | +34.1% |
| 1Y | +74.9% | +33.1% | +41.8% | +58.1% |
| 3Y | +147.4% | +70.8% | +76.7% | +105.2% |
| 5Y | +131.9% | +74.2% | +57.7% | +90.2% |
| 10Y | +630.6% | +345.5% | +285.1% | +317.3% |
| All | +8,783.9% | +8,100.2% | +683.7% | +2,159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling