+39.0%
DVN vs ADVB
-76.7%
+115.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -7.3% |
| 7D | -13.9% | -29.5% | +15.6% | -13.6% |
| 30D | -8.0% | -66.9% | +58.8% | -6.8% |
| 3M | +0.8% | -73.7% | +74.5% | +2.2% |
| 6M | -12.8% | -64.8% | +52.0% | -11.7% |
| YTD | +22.7% | -64.0% | +86.8% | +24.1% |
| 1Y | +39.0% | -77.0% | +116.0% | +45.3% |
| All | +39.0% | -76.7% | +115.7% | +45.3% |
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