+54.3%
DVN vs ADVB
-89.8%
+144.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +0.6% |
| 7D | +4.5% | -12.3% | +16.8% | +4.9% |
| 30D | +12.0% | +7.8% | +4.2% | +11.6% |
| 3M | +13.4% | +104.2% | -90.8% | +9.4% |
| 6M | +12.1% | +58.1% | -46.0% | +7.8% |
| YTD | +38.8% | +40.2% | -1.4% | +33.7% |
| 1Y | +46.0% | -16.1% | +62.1% | +43.7% |
| All | +54.3% | -89.8% | +144.1% | +101.6% |
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