+54.4%
RCL vs ADVB
-96.8%
+151.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +24.0% | +0.2% |
| 7D | -1.2% | +27.8% | -29.0% | -0.9% |
| 30D | +17.8% | -50.8% | +68.6% | +17.7% |
| 3M | +4.9% | -70.5% | +75.5% | +4.6% |
| 6M | +23.7% | -46.7% | +70.5% | +22.2% |
| YTD | +17.8% | -56.7% | +74.5% | +16.9% |
| 1Y | +28.9% | -71.8% | +100.7% | +30.4% |
| All | +54.4% | -96.8% | +151.3% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling