+43.3%
ADP vs DLR
+53.1%
-9.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.5% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | +11.5% | +0.7% | +10.8% | +11.5% |
| 3M | +12.0% | -6.4% | +18.5% | +12.4% |
| 6M | +43.8% | -6.5% | +50.3% | +44.1% |
| YTD | +20.1% | +18.8% | +1.3% | +16.5% |
| 1Y | +22.3% | +9.0% | +13.2% | +20.2% |
| 3Y | +43.3% | +54.5% | -11.2% | +32.6% |
| All | +43.3% | +53.1% | -9.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling