+235.7%
DIA vs ADI
+631.6%
-395.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.1% |
| 7D | +2.1% | +9.5% | -7.3% | -1.1% |
| 30D | +1.5% | -1.4% | +2.9% | +1.4% |
| 3M | -2.4% | +4.7% | -7.1% | -4.8% |
| 6M | +6.0% | -7.4% | +13.4% | +6.8% |
| YTD | +10.1% | +48.1% | -38.0% | -7.2% |
| 1Y | +11.8% | +69.6% | -57.8% | -10.4% |
| 3Y | +59.7% | +144.4% | -84.7% | +6.3% |
| 5Y | +57.9% | +134.1% | -76.2% | +3.8% |
| All | +235.7% | +631.6% | -395.9% | +47.1% |
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