+3,340.7%
DLR vs ADM
+539.8%
+2,800.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.6% | -9.0% | +5.4% | -1.0% |
| 30D | -3.5% | -14.0% | +10.5% | +0.6% |
| 3M | -8.9% | -9.2% | +0.2% | -6.8% |
| 6M | -11.6% | -9.2% | -2.4% | -9.9% |
| YTD | +14.9% | +24.2% | -9.3% | +6.0% |
| 1Y | +6.4% | +27.0% | -20.5% | -2.6% |
| 3Y | +47.3% | +6.6% | +40.7% | +37.0% |
| 5Y | +32.8% | +25.0% | +7.8% | +14.4% |
| 10Y | +169.6% | +100.2% | +69.3% | +88.5% |
| All | +3,340.7% | +539.8% | +2,800.9% | +1,535.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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