-49.7%
DOCS vs ADVB
-97.6%
+47.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.5% | +5.2% | -4.4% |
| 7D | -1.3% | -28.0% | +26.7% | -1.8% |
| 30D | +19.4% | -70.2% | +89.6% | +17.2% |
| 3M | +53.4% | -76.1% | +129.5% | +50.7% |
| 6M | +28.8% | -72.3% | +101.1% | +25.0% |
| YTD | -25.1% | -67.5% | +42.4% | -27.2% |
| 1Y | -48.1% | -78.6% | +30.4% | -49.3% |
| All | -49.7% | -97.6% | +47.9% | -42.3% |
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