+34.2%
DVN vs ADVB
-97.4%
+131.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.3% |
| 7D | -8.8% | -4.1% | -4.7% | -8.7% |
| 30D | -10.0% | -60.3% | +50.2% | -8.1% |
| 3M | -3.7% | -73.3% | +69.6% | -0.7% |
| 6M | -3.5% | -65.9% | +62.4% | -2.7% |
| YTD | +20.8% | -63.9% | +84.6% | +20.2% |
| 1Y | +31.2% | -74.1% | +105.4% | +33.1% |
| All | +34.2% | -97.4% | +131.6% | +81.2% |
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 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