+47.1%
ADP vs DAR
+33.7%
+13.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | +2.2% | +11.6% | -9.4% | +1.7% |
| 30D | +10.6% | -10.2% | +20.8% | +11.1% |
| 3M | +12.9% | -14.8% | +27.7% | +13.6% |
| 6M | +50.6% | -10.1% | +60.7% | +50.9% |
| YTD | +23.2% | +55.5% | -32.3% | +19.6% |
| 1Y | +25.3% | +61.7% | -36.4% | +21.3% |
| 3Y | +47.1% | +37.2% | +10.0% | +41.3% |
| All | +47.1% | +33.7% | +13.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling