+10.4%
DTE vs ADVB
-88.8%
+99.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.9% |
| 7D | +0.9% | -14.0% | +14.9% | +1.0% |
| 30D | -1.9% | +41.0% | -42.8% | -2.3% |
| 3M | -3.3% | +127.9% | -131.2% | -4.6% |
| 6M | -7.1% | +101.3% | -108.5% | -8.7% |
| YTD | +8.1% | +53.8% | -45.7% | +6.6% |
| 1Y | +5.3% | +4.4% | +0.8% | +4.0% |
| All | +10.4% | -88.8% | +99.2% | +21.1% |
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