-7.7%
ADP vs DT
+0.4%
-8.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.5% |
| 7D | -5.5% | -4.9% | -0.6% | -4.1% |
| 30D | -1.2% | +2.7% | -3.9% | -2.1% |
| 3M | +17.9% | +20.0% | -2.1% | +10.8% |
| 6M | +20.3% | +28.0% | -7.7% | +9.8% |
| YTD | +5.8% | +16.0% | -10.2% | -1.8% |
| 1Y | -7.7% | +0.7% | -8.4% | -12.5% |
| All | -7.7% | +0.4% | -8.1% | -12.5% |
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