+135.1%
ADI vs DT
-28.0%
+163.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | -4.6% | +0.1% | -4.7% | -4.9% |
| 3M | -9.5% | +24.1% | -33.6% | -15.6% |
| 6M | +14.8% | +30.1% | -15.3% | +4.0% |
| YTD | +35.8% | +16.8% | +19.1% | +26.7% |
| 1Y | +48.9% | -0.1% | +49.0% | +46.2% |
| 3Y | +115.6% | +6.8% | +108.7% | +102.4% |
| 5Y | +135.1% | -28.4% | +163.5% | +132.6% |
| All | +135.1% | -28.0% | +163.1% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling