+3,864.4%
ADP vs DRI
+7,577.6%
-3,713.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | +2.8% | +3.8% | -1.1% | +1.8% |
| 3M | +20.9% | +13.0% | +7.9% | +17.3% |
| 6M | +29.9% | +8.3% | +21.6% | +26.9% |
| YTD | +9.6% | +20.6% | -11.0% | +4.2% |
| 1Y | -5.3% | +6.5% | -11.7% | -7.5% |
| 3Y | +16.5% | +53.7% | -37.2% | +3.3% |
| 5Y | +49.4% | +72.7% | -23.3% | +27.7% |
| 10Y | +282.2% | +363.2% | -81.0% | +145.3% |
| All | +3,864.4% | +7,577.6% | -3,713.3% | +1,449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling