+64.1%
DIA vs ADI
+141.2%
-77.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.1% | +2.4% | -2.4% | -0.6% |
| 30D | -2.1% | -6.6% | +4.5% | -0.3% |
| 3M | +4.2% | -9.8% | +14.0% | +6.5% |
| 6M | +11.9% | +15.7% | -3.8% | +5.5% |
| YTD | +10.8% | +35.1% | -24.3% | -0.5% |
| 1Y | +17.5% | +47.7% | -30.2% | +2.4% |
| 3Y | +59.9% | +114.5% | -54.5% | +19.0% |
| 5Y | +64.1% | +141.2% | -77.1% | +12.0% |
| All | +64.1% | +141.2% | -77.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling