+12,023.7%
ADP vs DTE
+3,619.8%
+8,403.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.9% | +1.6% | -0.6% | +0.2% |
| 30D | +11.9% | +9.1% | +2.8% | +7.8% |
| 3M | +13.7% | +2.4% | +11.3% | +12.4% |
| 6M | +46.8% | -0.2% | +47.0% | +46.3% |
| YTD | +21.8% | +11.0% | +10.7% | +15.2% |
| 1Y | +23.5% | +3.4% | +20.2% | +20.5% |
| 3Y | +44.1% | +57.1% | -13.0% | +15.8% |
| 5Y | +49.9% | +46.6% | +3.3% | +23.4% |
| 10Y | +318.8% | +151.3% | +167.5% | +170.2% |
| All | +12,023.7% | +3,619.8% | +8,403.9% | +2,701.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling