+121.4%
ADP vs DT
+75.7%
+45.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +3.1% | -1.0% | +1.5% |
| 30D | +10.6% | -29.5% | +40.1% | +18.1% |
| 3M | +12.9% | -11.7% | +24.6% | +15.0% |
| 6M | +50.6% | +29.0% | +21.6% | +41.4% |
| YTD | +23.2% | +3.4% | +19.8% | +20.2% |
| 1Y | +25.3% | -4.2% | +29.5% | +24.0% |
| 3Y | +47.1% | -12.8% | +60.0% | +46.0% |
| 5Y | +50.1% | -39.6% | +89.6% | +53.2% |
| All | +121.4% | +75.7% | +45.8% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling