-2.7%
DOCU vs ADVB
-97.5%
+94.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.7% |
| 7D | -5.5% | -13.9% | +8.4% | -5.5% |
| 30D | +12.6% | -68.1% | +80.8% | +13.2% |
| 3M | +36.4% | -73.4% | +109.8% | +37.1% |
| 6M | +66.8% | -70.8% | +137.6% | +64.6% |
| YTD | +13.5% | -66.1% | +79.6% | +10.8% |
| 1Y | +11.3% | -77.5% | +88.8% | +10.9% |
| All | -2.7% | -97.5% | +94.8% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling