+313.7%
ADP vs DRI
+370.8%
-57.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.1% | +3.1% | -2.0% | +0.2% |
| 30D | +11.5% | +16.2% | -4.7% | +6.9% |
| 3M | +12.0% | +8.4% | +3.7% | +9.2% |
| 6M | +43.8% | +19.0% | +24.8% | +36.3% |
| YTD | +20.1% | +28.8% | -8.8% | +10.6% |
| 1Y | +22.3% | +33.1% | -10.8% | +11.5% |
| 3Y | +43.3% | +70.8% | -27.5% | +19.6% |
| 5Y | +47.3% | +74.2% | -26.9% | +20.6% |
| 10Y | +313.7% | +345.5% | -31.8% | +157.0% |
| All | +313.7% | +370.8% | -57.1% | +157.0% |
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