-14.2%
DOCU vs ADVB
-88.3%
+74.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +6.9% | -3.8% | +10.7% | +6.9% |
| 30D | +19.0% | +17.6% | +1.4% | +18.9% |
| 3M | +34.3% | +119.1% | -84.8% | +30.1% |
| 6M | +48.0% | +103.4% | -55.4% | +41.7% |
| YTD | 0.0% | +59.8% | -59.8% | -3.0% |
| 1Y | -10.3% | +8.5% | -18.8% | -12.1% |
| All | -14.2% | -88.3% | +74.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling