+4,259.5%
ADP vs DRI
+7,978.2%
-3,718.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.2% | +2.8% | +0.4% | +2.6% |
| 30D | +14.9% | +13.3% | +1.7% | +11.6% |
| 3M | +11.6% | +8.2% | +3.4% | +9.4% |
| 6M | +48.5% | +17.5% | +30.9% | +42.4% |
| YTD | +20.6% | +26.9% | -6.3% | +13.2% |
| 1Y | +23.7% | +31.6% | -7.9% | +15.0% |
| 3Y | +47.8% | +67.0% | -19.2% | +28.5% |
| 5Y | +47.7% | +72.9% | -25.2% | +26.3% |
| 10Y | +324.0% | +371.3% | -47.4% | +170.6% |
| All | +4,259.5% | +7,978.2% | -3,718.6% | +1,582.4% |
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