+279.0%
ADP vs DG
+102.6%
+176.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | -5.7% | -4.8% | -0.8% | -4.8% |
| 30D | -3.1% | +1.8% | -4.8% | -3.5% |
| 3M | +15.6% | +14.5% | +1.1% | +12.6% |
| 6M | +20.8% | -13.6% | +34.4% | +23.6% |
| YTD | +4.7% | -4.8% | +9.6% | +5.0% |
| 1Y | -8.3% | +21.6% | -29.9% | -12.7% |
| 3Y | +13.6% | +4.5% | +9.1% | +6.9% |
| 5Y | +45.0% | -38.5% | +83.5% | +58.0% |
| 10Y | +279.0% | +102.2% | +176.8% | +194.4% |
| All | +279.0% | +102.6% | +176.4% | +194.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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