+180.3%
DOCN vs ADVB
-88.3%
+268.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +1.1% | -3.8% | +4.9% | +1.1% |
| 30D | -9.6% | +17.6% | -27.2% | -9.6% |
| 3M | -37.7% | +119.1% | -156.8% | -38.0% |
| 6M | +115.2% | +103.4% | +11.8% | +114.2% |
| YTD | +133.7% | +59.8% | +73.9% | +133.8% |
| 1Y | +250.2% | +8.5% | +241.6% | +246.6% |
| All | +180.3% | -88.3% | +268.7% | +293.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling