+319.9%
ADP vs DTE
+152.1%
+167.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.2% | +3.4% | -1.3% | +0.4% |
| 30D | +10.6% | +8.9% | +1.7% | +5.9% |
| 3M | +12.9% | +1.1% | +11.9% | +12.1% |
| 6M | +50.6% | +0.1% | +50.6% | +49.8% |
| YTD | +23.2% | +11.1% | +12.1% | +15.0% |
| 1Y | +25.3% | +4.9% | +20.3% | +20.5% |
| 3Y | +47.1% | +58.6% | -11.4% | +11.0% |
| 5Y | +50.1% | +47.3% | +2.8% | +16.6% |
| All | +319.9% | +152.1% | +167.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling