+281.8%
ADP vs DAR
+355.9%
-74.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.4% | +1.4% | -4.8% | -3.7% |
| 30D | +2.8% | +12.8% | -10.0% | -0.1% |
| 3M | +20.9% | +7.4% | +13.6% | +18.5% |
| 6M | +29.9% | +22.3% | +7.6% | +23.4% |
| YTD | +9.6% | +81.1% | -71.4% | -4.9% |
| 1Y | -5.3% | +106.5% | -111.8% | -20.8% |
| 3Y | +16.5% | +5.3% | +11.2% | +11.1% |
| 5Y | +49.4% | -11.5% | +60.9% | +43.7% |
| All | +281.8% | +355.9% | -74.1% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling