+46.2%
ADP vs DRI
+67.6%
-21.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +11.6% | +10.8% | +0.8% | +9.4% |
| 3M | +15.1% | +0.9% | +14.1% | +14.6% |
| 6M | +46.0% | +16.3% | +29.7% | +41.2% |
| YTD | +22.4% | +27.8% | -5.4% | +15.3% |
| 1Y | +24.5% | +33.9% | -9.4% | +15.9% |
| All | +46.2% | +67.6% | -21.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling