+26.0%
DRI vs ADVB
-97.4%
+123.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.5% |
| 7D | +3.1% | -1.2% | +4.3% | +3.1% |
| 30D | +16.2% | -61.4% | +77.6% | +15.6% |
| 3M | +8.4% | -67.8% | +76.2% | +7.6% |
| 6M | +19.0% | -66.9% | +85.9% | +18.2% |
| YTD | +28.8% | -64.9% | +93.7% | +28.5% |
| 1Y | +33.1% | -74.8% | +107.9% | +33.7% |
| All | +26.0% | -97.4% | +123.5% | +44.5% |
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 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