+294.5%
ADI vs DT
+75.7%
+218.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | +9.5% | +3.1% | +6.3% | +8.6% |
| 30D | -1.4% | -29.5% | +28.1% | +8.2% |
| 3M | +4.7% | -11.7% | +16.4% | +7.5% |
| 6M | -7.4% | +29.0% | -36.4% | -16.0% |
| YTD | +48.1% | +3.4% | +44.7% | +41.0% |
| 1Y | +69.6% | -4.2% | +73.9% | +65.5% |
| 3Y | +144.4% | -12.8% | +157.2% | +141.1% |
| 5Y | +134.1% | -39.6% | +173.7% | +144.7% |
| All | +294.5% | +75.7% | +218.8% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling