+32.6%
DLR vs ADVB
-88.3%
+120.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +1.6% | -3.8% | +5.3% | +1.6% |
| 30D | -3.4% | +17.6% | -20.9% | -3.7% |
| 3M | +0.5% | +119.1% | -118.6% | -1.0% |
| 6M | +4.6% | +103.4% | -98.8% | +2.3% |
| YTD | +23.4% | +59.8% | -36.4% | +21.2% |
| 1Y | +19.0% | +8.5% | +10.5% | +17.3% |
| All | +32.6% | -88.3% | +120.9% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling