-97.3%
ADVB vs RRC
+34.7%
-132.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +5.0% |
| 7D | -13.9% | -10.8% | -3.1% | -11.3% |
| 30D | -68.1% | +22.3% | -90.4% | -70.6% |
| 3M | -73.4% | +26.6% | -100.0% | -75.6% |
| 6M | -70.8% | +18.9% | -89.7% | -72.8% |
| YTD | -66.1% | +39.2% | -105.3% | -70.7% |
| 1Y | -77.5% | +34.0% | -111.5% | -80.1% |
| All | -97.3% | +34.7% | -132.0% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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