-12.8%
DPZ vs ADVB
-79.1%
+66.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.5% | +9.8% | +0.2% |
| 7D | +9.5% | -28.0% | +37.5% | +9.3% |
| 30D | +12.8% | -70.2% | +83.0% | +12.4% |
| 3M | -6.2% | -76.1% | +69.8% | -6.6% |
| 6M | +4.3% | -72.3% | +76.6% | +3.2% |
| YTD | -16.6% | -67.5% | +50.9% | -16.3% |
| 1Y | -12.8% | -78.6% | +65.7% | -13.5% |
| All | -12.8% | -79.1% | +66.2% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling