+47.7%
DVN vs ADVB
-88.3%
+136.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +1.5% | -3.8% | +5.3% | +1.6% |
| 30D | +14.2% | +17.6% | -3.4% | +13.4% |
| 3M | +5.2% | +119.1% | -113.9% | +1.4% |
| 6M | +11.9% | +103.4% | -91.5% | +6.5% |
| YTD | +32.8% | +59.8% | -27.0% | +27.5% |
| 1Y | +38.6% | +8.5% | +30.0% | +34.4% |
| All | +47.7% | -88.3% | +136.0% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling