+11.4%
DOC vs ADVB
-97.4%
+108.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.7% | +3.1% |
| 7D | +8.7% | -29.5% | +38.3% | +8.5% |
| 30D | +7.6% | -66.9% | +74.5% | +7.1% |
| 3M | -5.3% | -73.7% | +68.5% | -5.7% |
| 6M | +27.6% | -64.8% | +92.4% | +26.6% |
| YTD | +32.4% | -64.0% | +96.4% | +30.5% |
| 1Y | +22.9% | -77.0% | +99.8% | +22.0% |
| All | +11.4% | -97.4% | +108.8% | +19.1% |
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