+1,129.1%
DIA vs ADI
+4,316.9%
-3,187.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -1.5% | -3.8% | +2.3% | -0.7% |
| 3M | +3.8% | -15.3% | +19.0% | +7.3% |
| 6M | +10.3% | +6.7% | +3.6% | +7.6% |
| YTD | +12.1% | +34.8% | -22.7% | +3.5% |
| 1Y | +18.6% | +49.0% | -30.4% | +6.7% |
| 3Y | +60.6% | +108.1% | -47.5% | +31.1% |
| 5Y | +64.4% | +142.4% | -78.0% | +28.1% |
| 10Y | +250.1% | +589.9% | -339.8% | +114.3% |
| All | +1,129.1% | +4,316.9% | -3,187.8% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling