+1,104.1%
ADP vs DG
+631.4%
+472.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.0% |
| 7D | +3.2% | +5.2% | -2.0% | +2.1% |
| 30D | +12.8% | +7.9% | +4.8% | +11.0% |
| 3M | +12.3% | +12.7% | -0.4% | +9.6% |
| 6M | +45.4% | +22.4% | +23.0% | +39.4% |
| YTD | +21.4% | +5.4% | +16.0% | +19.2% |
| 1Y | +23.7% | +39.4% | -15.7% | +14.7% |
| 3Y | +43.6% | +24.1% | +19.5% | +30.6% |
| 5Y | +48.7% | -32.2% | +80.9% | +54.7% |
| 10Y | +316.1% | +111.8% | +204.3% | +233.6% |
| All | +1,104.1% | +631.4% | +472.7% | +635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling