+27.6%
DLR vs ADVB
-97.4%
+125.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +3.3% |
| 7D | +2.4% | -1.2% | +3.6% | +2.4% |
| 30D | +0.7% | -61.4% | +62.1% | +2.0% |
| 3M | -6.4% | -67.8% | +61.4% | -5.2% |
| 6M | -6.5% | -66.9% | +60.3% | -5.6% |
| YTD | +18.8% | -64.9% | +83.7% | +19.0% |
| 1Y | +9.0% | -74.8% | +83.8% | +10.2% |
| All | +27.6% | -97.4% | +125.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling