+18.0%
DRI vs ADVB
-88.3%
+106.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +0.6% | -3.8% | +4.3% | +0.6% |
| 30D | +3.8% | +17.6% | -13.7% | +3.9% |
| 3M | +13.0% | +119.1% | -106.1% | +13.1% |
| 6M | +8.3% | +103.4% | -95.1% | +8.5% |
| YTD | +20.6% | +59.8% | -39.2% | +21.4% |
| 1Y | +6.5% | +8.5% | -2.1% | +7.4% |
| All | +18.0% | -88.3% | +106.3% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling