+0.9%
DOCU vs ADVB
-97.4%
+98.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.2% |
| 7D | -3.7% | -29.5% | +25.8% | -3.6% |
| 30D | +15.0% | -66.9% | +81.8% | +15.5% |
| 3M | +39.9% | -73.7% | +113.6% | +40.7% |
| 6M | +66.2% | -64.8% | +130.9% | +63.2% |
| YTD | +17.7% | -64.0% | +81.7% | +14.9% |
| 1Y | +13.7% | -77.0% | +90.7% | +13.4% |
| All | +0.9% | -97.4% | +98.3% | +34.9% |
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 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