+316.8%
ADP vs DRI
+367.2%
-50.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.2% | +2.8% | +0.4% | +2.4% |
| 30D | +14.9% | +13.3% | +1.7% | +11.0% |
| 3M | +11.6% | +8.2% | +3.4% | +8.9% |
| 6M | +48.5% | +17.5% | +30.9% | +41.2% |
| YTD | +20.6% | +26.9% | -6.3% | +11.5% |
| 1Y | +23.7% | +31.6% | -7.9% | +13.1% |
| 3Y | +47.8% | +67.0% | -19.2% | +24.2% |
| 5Y | +47.7% | +72.9% | -25.2% | +21.2% |
| All | +316.8% | +367.2% | -50.3% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling