-61.5%
DOCS vs ADVB
+5.8%
-67.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -1.4% | -3.8% | +2.3% | -1.5% |
| 30D | +21.8% | +17.6% | +4.3% | +22.8% |
| 3M | +27.3% | +119.1% | -91.8% | +26.6% |
| 6M | -0.3% | +103.4% | -103.7% | -1.4% |
| YTD | -40.5% | +59.8% | -100.3% | -40.6% |
| 1Y | -61.5% | +8.5% | -70.1% | -61.5% |
| All | -61.5% | +5.8% | -67.4% | -61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling