+305.8%
ADI vs DT
+76.1%
+229.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +13.4% | +2.7% | +10.6% | +12.6% |
| 30D | -1.3% | -30.4% | +29.1% | +8.7% |
| 3M | +6.8% | -9.4% | +16.2% | +8.8% |
| 6M | -1.9% | +14.5% | -16.4% | -8.1% |
| YTD | +52.3% | +3.6% | +48.7% | +44.9% |
| 1Y | +71.6% | -3.4% | +75.1% | +67.0% |
| 3Y | +148.9% | -11.1% | +160.0% | +144.0% |
| 5Y | +140.8% | -39.5% | +180.2% | +151.5% |
| All | +305.8% | +76.1% | +229.7% | +177.5% |
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