+251.0%
DIA vs ADI
+621.8%
-370.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.2% | +2.6% | -3.9% | -2.1% |
| 30D | -2.7% | -4.6% | +1.9% | -1.2% |
| 3M | +3.3% | -9.5% | +12.8% | +6.1% |
| 6M | +10.4% | +14.8% | -4.4% | +3.2% |
| YTD | +10.0% | +35.8% | -25.8% | -3.7% |
| 1Y | +16.2% | +48.9% | -32.8% | -2.0% |
| 3Y | +58.7% | +115.6% | -56.8% | +11.4% |
| 5Y | +63.6% | +135.1% | -71.5% | +7.4% |
| 10Y | +251.0% | +636.4% | -385.4% | +47.9% |
| All | +251.0% | +621.8% | -370.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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