+43.0%
DVN vs ADVB
-95.9%
+138.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +42.7% | -39.8% | +1.6% |
| 7D | +7.8% | +74.2% | -66.4% | +5.9% |
| 30D | -7.9% | -35.9% | +27.9% | -7.4% |
| 3M | +3.7% | -56.4% | +60.2% | +5.2% |
| 6M | +0.2% | -36.7% | +36.9% | -0.9% |
| YTD | +28.6% | -43.3% | +71.9% | +26.1% |
| 1Y | +34.6% | -63.4% | +98.0% | +35.4% |
| All | +43.0% | -95.9% | +138.8% | +90.1% |
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