+25.5%
DRI vs ADVB
-96.8%
+122.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +23.9% | +0.2% |
| 7D | +1.1% | +27.8% | -26.7% | +1.3% |
| 30D | +9.7% | -50.8% | +60.5% | +9.4% |
| 3M | +3.2% | -70.5% | +73.7% | +2.6% |
| 6M | +20.6% | -46.7% | +67.3% | +19.9% |
| YTD | +28.3% | -56.7% | +84.9% | +28.3% |
| 1Y | +34.5% | -71.8% | +106.3% | +35.7% |
| All | +25.5% | -96.8% | +122.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling