+53.2%
ADP vs DRI
+72.9%
-19.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +2.8% | +3.8% | -1.1% | +1.5% |
| 3M | +20.9% | +13.0% | +7.9% | +16.4% |
| 6M | +29.9% | +8.3% | +21.6% | +26.2% |
| YTD | +9.6% | +20.6% | -11.0% | +2.7% |
| 1Y | -5.3% | +6.5% | -11.7% | -8.0% |
| 3Y | +16.5% | +53.7% | -37.2% | -1.3% |
| All | +53.2% | +72.9% | -19.7% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling