+53.2%
ADP vs DT
-27.0%
+80.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.4% | -3.3% | -0.1% | -2.7% |
| 30D | +2.8% | +2.0% | +0.7% | +2.2% |
| 3M | +20.9% | +20.0% | +0.9% | +15.7% |
| 6M | +29.9% | +39.3% | -9.4% | +19.9% |
| YTD | +9.6% | +19.8% | -10.1% | +4.1% |
| 1Y | -5.3% | +4.3% | -9.5% | -7.7% |
| 3Y | +16.5% | +7.7% | +8.8% | +11.0% |
| All | +53.2% | -27.0% | +80.2% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling