+47.8%
ADP vs DT
-9.2%
+57.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.2% | -24.7% | +27.9% | +9.3% |
| 30D | +14.9% | -27.4% | +42.3% | +22.4% |
| 3M | +11.6% | -11.1% | +22.7% | +13.2% |
| 6M | +48.5% | +13.7% | +34.8% | +41.3% |
| YTD | +20.6% | +0.2% | +20.3% | +16.8% |
| 1Y | +23.7% | -5.7% | +29.4% | +21.1% |
| 3Y | +47.8% | -8.1% | +55.9% | +39.7% |
| All | +47.8% | -9.2% | +57.0% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling