+48.7%
ADP vs DAR
-27.0%
+75.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | +2.2% | +11.6% | -9.4% | +0.9% |
| 30D | +10.6% | -10.2% | +20.8% | +11.8% |
| 3M | +12.9% | -14.8% | +27.7% | +14.7% |
| 6M | +50.6% | -10.1% | +60.7% | +51.7% |
| YTD | +23.2% | +55.5% | -32.3% | +15.4% |
| 1Y | +25.3% | +61.7% | -36.4% | +16.7% |
| 3Y | +47.1% | +37.2% | +10.0% | +36.3% |
| All | +48.7% | -27.0% | +75.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling