+138.3%
ADI vs DTE
+30.3%
+108.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.2% |
| 7D | +4.6% | -2.6% | +7.1% | +5.3% |
| 30D | -1.2% | -4.4% | +3.2% | +0.1% |
| 3M | -7.8% | -8.3% | +0.5% | -5.8% |
| 6M | +19.3% | -8.1% | +27.4% | +21.7% |
| YTD | +40.9% | +4.4% | +36.5% | +37.5% |
| 1Y | +54.5% | +0.2% | +54.3% | +52.6% |
| 3Y | +123.4% | +42.6% | +80.8% | +91.5% |
| All | +138.3% | +30.3% | +108.0% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling