+54.5%
ADI vs DTE
+1.0%
+53.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +4.8% |
| 7D | +4.6% | -2.6% | +7.1% | +4.6% |
| 30D | -1.2% | -4.4% | +3.2% | -1.1% |
| 3M | -7.8% | -8.3% | +0.5% | -8.4% |
| 6M | +19.3% | -8.1% | +27.4% | +18.5% |
| YTD | +40.9% | +4.4% | +36.5% | +37.3% |
| 1Y | +54.5% | +0.2% | +54.3% | +50.9% |
| All | +54.5% | +1.0% | +53.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling