+12.9%
DOC vs ADVB
-88.3%
+101.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -1.5% | -3.8% | +2.3% | -1.5% |
| 30D | -4.8% | +17.6% | -22.3% | -4.7% |
| 3M | +6.9% | +119.1% | -112.2% | +6.2% |
| 6M | +20.7% | +103.4% | -82.6% | +19.4% |
| YTD | +34.1% | +59.8% | -25.7% | +33.0% |
| 1Y | +22.6% | +8.5% | +14.1% | +21.6% |
| All | +12.9% | -88.3% | +101.2% | +21.4% |
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