+89.8%
ADP vs DT
+101.6%
-11.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -5.7% | -2.5% | -3.2% | -5.2% |
| 30D | -1.4% | +3.5% | -4.9% | -2.1% |
| 3M | +16.6% | +26.7% | -10.2% | +10.6% |
| 6M | +24.9% | +36.1% | -11.2% | +16.4% |
| YTD | +5.6% | +18.6% | -13.1% | +0.9% |
| 1Y | -6.0% | +7.9% | -13.9% | -8.7% |
| 3Y | +14.5% | +8.6% | +5.9% | +9.4% |
| 5Y | +47.9% | -26.7% | +74.5% | +45.8% |
| All | +89.8% | +101.6% | -11.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling