-1.1%
DOCU vs ADVB
-97.6%
+96.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.5% | +7.6% | -1.9% |
| 7D | -3.2% | -28.0% | +24.8% | -3.1% |
| 30D | +15.7% | -70.2% | +85.9% | +16.3% |
| 3M | +37.3% | -76.1% | +113.3% | +38.1% |
| 6M | +63.1% | -72.3% | +135.4% | +61.1% |
| YTD | +15.4% | -67.5% | +82.8% | +12.7% |
| 1Y | +11.3% | -78.6% | +89.9% | +10.9% |
| All | -1.1% | -97.6% | +96.6% | +32.3% |
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 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