+270.5%
ADP vs DRI
+350.3%
-79.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.0% |
| 7D | -5.5% | -1.2% | -4.3% | -5.2% |
| 30D | -1.2% | -0.4% | -0.8% | -1.3% |
| 3M | +17.9% | +9.5% | +8.3% | +14.5% |
| 6M | +20.3% | +6.5% | +13.9% | +17.5% |
| YTD | +5.8% | +18.4% | -12.6% | -0.1% |
| 1Y | -7.7% | +4.2% | -11.9% | -9.9% |
| 3Y | +14.7% | +57.1% | -42.4% | -1.9% |
| 5Y | +45.8% | +70.4% | -24.6% | +20.0% |
| 10Y | +270.5% | +354.0% | -83.5% | +122.9% |
| All | +270.5% | +350.3% | -79.8% | +122.9% |
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