-26.5%
DPZ vs ADVB
-97.6%
+71.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.5% | +9.8% | +0.3% |
| 7D | +9.5% | -28.0% | +37.5% | +9.6% |
| 30D | +12.8% | -70.2% | +83.0% | +13.4% |
| 3M | -6.2% | -76.1% | +69.8% | -5.6% |
| 6M | +4.3% | -72.3% | +76.6% | +3.8% |
| YTD | -16.6% | -67.5% | +50.9% | -17.1% |
| 1Y | -12.8% | -78.6% | +65.7% | -12.5% |
| All | -26.5% | -97.6% | +71.2% | -19.3% |
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