+97.1%
ADP vs DT
+103.5%
-6.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -3.4% | -3.3% | -0.1% | -2.8% |
| 30D | +2.8% | +2.0% | +0.7% | +2.3% |
| 3M | +20.9% | +20.0% | +0.9% | +16.0% |
| 6M | +29.9% | +39.3% | -9.4% | +20.4% |
| YTD | +9.6% | +19.8% | -10.1% | +4.5% |
| 1Y | -5.3% | +4.3% | -9.5% | -7.4% |
| 3Y | +16.5% | +7.7% | +8.8% | +11.5% |
| 5Y | +49.4% | -26.8% | +76.2% | +47.3% |
| All | +97.1% | +103.5% | -6.4% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling