+1,250.1%
ADP vs DLR
+3,595.6%
-2,345.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | +2.8% | -3.4% | +6.1% | +3.6% |
| 3M | +20.9% | +0.5% | +20.4% | +20.0% |
| 6M | +29.9% | +4.6% | +25.3% | +27.0% |
| YTD | +9.6% | +23.4% | -13.8% | +2.1% |
| 1Y | -5.3% | +19.0% | -24.3% | -11.2% |
| 3Y | +16.5% | +56.5% | -40.1% | -1.1% |
| 5Y | +49.4% | +33.3% | +16.1% | +30.5% |
| 10Y | +282.2% | +165.1% | +117.1% | +171.8% |
| All | +1,250.1% | +3,595.6% | -2,345.6% | +489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling