+37,168.6%
ADI vs DTE
+3,521.9%
+33,646.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +2.4% | +0.9% | +1.6% | +2.1% |
| 30D | -6.6% | -1.9% | -4.7% | -5.9% |
| 3M | -9.8% | -3.3% | -6.5% | -8.9% |
| 6M | +15.7% | -7.1% | +22.8% | +18.6% |
| YTD | +35.1% | +8.1% | +27.0% | +29.8% |
| 1Y | +47.7% | +5.3% | +42.4% | +43.2% |
| 3Y | +114.5% | +48.2% | +66.3% | +77.0% |
| 5Y | +141.2% | +33.2% | +108.0% | +106.5% |
| 10Y | +611.3% | +137.5% | +473.8% | +358.3% |
| All | +37,168.6% | +3,521.9% | +33,646.7% | +7,219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling