+53.2%
ADP vs DG
-35.0%
+88.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | -3.4% | +8.4% | -11.8% | -4.3% |
| 30D | +2.8% | +4.9% | -2.2% | +2.2% |
| 3M | +20.9% | +29.3% | -8.4% | +17.9% |
| 6M | +29.9% | -11.3% | +41.1% | +30.7% |
| YTD | +9.6% | +1.8% | +7.9% | +8.9% |
| 1Y | -5.3% | +25.3% | -30.6% | -7.9% |
| 3Y | +16.5% | +9.1% | +7.4% | +13.2% |
| All | +53.2% | -35.0% | +88.2% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling