+31.6%
DRI vs ADVB
-77.7%
+109.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -0.9% |
| 7D | +2.8% | -13.9% | +16.7% | +2.5% |
| 30D | +13.3% | -68.1% | +81.4% | +11.1% |
| 3M | +8.2% | -73.4% | +81.6% | +5.9% |
| 6M | +17.5% | -70.8% | +88.3% | +16.4% |
| YTD | +26.9% | -66.1% | +93.0% | +29.7% |
| 1Y | +31.6% | -77.5% | +109.1% | +33.4% |
| All | +31.6% | -77.7% | +109.2% | +33.4% |
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 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