+258.1%
ADI vs DT
+101.6%
+156.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.5% |
| 7D | +1.3% | -2.5% | +3.9% | +2.0% |
| 30D | -6.0% | +3.5% | -9.5% | -7.1% |
| 3M | -7.7% | +26.7% | -34.4% | -14.7% |
| 6M | +14.0% | +36.1% | -22.2% | +1.3% |
| YTD | +34.4% | +18.6% | +15.8% | +23.9% |
| 1Y | +48.0% | +7.9% | +40.1% | +40.4% |
| 3Y | +113.3% | +8.6% | +104.7% | +98.4% |
| 5Y | +131.1% | -26.7% | +157.8% | +129.4% |
| All | +258.1% | +101.6% | +156.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling