+24.5%
ADP vs DG
+31.9%
-7.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +0.3% | -2.5% | +2.7% | +0.8% |
| 30D | +11.6% | +7.7% | +3.9% | +9.9% |
| 3M | +15.1% | +13.1% | +2.0% | +12.4% |
| 6M | +46.0% | +32.0% | +14.0% | +40.7% |
| YTD | +22.4% | +3.3% | +19.1% | +19.1% |
| 1Y | +24.5% | +31.7% | -7.2% | +19.3% |
| All | +24.5% | +31.9% | -7.4% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling