+11.3%
DOV vs ADVB
-97.5%
+108.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.6% |
| 7D | -1.9% | -13.9% | +12.0% | -1.9% |
| 30D | +8.3% | -68.1% | +76.4% | +8.2% |
| 3M | -3.1% | -73.4% | +70.3% | -3.2% |
| 6M | -9.8% | -70.8% | +61.0% | -10.7% |
| YTD | +5.2% | -66.1% | +71.3% | +3.4% |
| 1Y | +15.3% | -77.5% | +92.8% | +14.7% |
| All | +11.3% | -97.5% | +108.9% | +29.3% |
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 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