+319.9%
ADP vs DG
+105.2%
+214.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +10.6% | +3.2% | +7.3% | +9.8% |
| 3M | +12.9% | +10.4% | +2.5% | +10.6% |
| 6M | +50.6% | +33.2% | +17.5% | +42.3% |
| YTD | +23.2% | +3.0% | +20.2% | +21.4% |
| 1Y | +25.3% | +31.2% | -6.0% | +17.5% |
| 3Y | +47.1% | +21.8% | +25.3% | +33.6% |
| 5Y | +50.1% | -35.0% | +85.0% | +62.3% |
| All | +319.9% | +105.2% | +214.7% | +235.9% |
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