+23.7%
ADP vs DT
-8.6%
+32.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +3.2% | -7.5% | +10.7% | +5.1% |
| 30D | +12.8% | -31.5% | +44.3% | +23.6% |
| 3M | +12.3% | -14.0% | +26.3% | +14.4% |
| 6M | +45.4% | +6.9% | +38.6% | +37.2% |
| YTD | +21.4% | +0.3% | +21.1% | +14.6% |
| 1Y | +23.7% | -6.9% | +30.6% | +18.1% |
| All | +23.7% | -8.6% | +32.3% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling