+259.1%
ADI vs DT
+103.5%
+155.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +0.4% | -3.3% | +3.7% | +1.3% |
| 30D | -3.8% | +2.0% | -5.8% | -4.6% |
| 3M | -15.3% | +20.0% | -35.3% | -20.4% |
| 6M | +6.7% | +39.3% | -32.6% | -5.9% |
| YTD | +34.8% | +19.8% | +15.0% | +24.0% |
| 1Y | +49.0% | +4.3% | +44.8% | +43.0% |
| 3Y | +108.1% | +7.7% | +100.4% | +94.1% |
| 5Y | +142.4% | -26.8% | +169.3% | +140.9% |
| All | +259.1% | +103.5% | +155.6% | +137.5% |
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 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