+987.5%
ADP vs DG
+606.1%
+381.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -3.4% | +8.4% | -11.8% | -4.9% |
| 30D | +2.8% | +4.9% | -2.2% | +1.8% |
| 3M | +20.9% | +29.3% | -8.4% | +15.1% |
| 6M | +29.9% | -11.3% | +41.1% | +32.2% |
| YTD | +9.6% | +1.8% | +7.9% | +8.5% |
| 1Y | -5.3% | +25.3% | -30.6% | -10.3% |
| 3Y | +16.5% | +9.1% | +7.4% | +9.1% |
| 5Y | +49.4% | -34.9% | +84.3% | +56.8% |
| 10Y | +282.2% | +108.2% | +174.0% | +207.8% |
| All | +987.5% | +606.1% | +381.4% | +569.3% |
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 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