+1,090.8%
ADP vs DG
+628.1%
+462.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +11.5% | +7.4% | +4.1% | +9.9% |
| 3M | +12.0% | +8.5% | +3.5% | +10.1% |
| 6M | +43.8% | +21.9% | +21.9% | +38.0% |
| YTD | +20.1% | +4.9% | +15.1% | +18.0% |
| 1Y | +22.3% | +40.4% | -18.1% | +13.3% |
| 3Y | +43.3% | +23.5% | +19.8% | +30.5% |
| 5Y | +47.3% | -32.3% | +79.6% | +53.3% |
| 10Y | +313.7% | +119.3% | +194.4% | +229.5% |
| All | +1,090.8% | +628.1% | +462.7% | +627.5% |
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