+56.3%
RCL vs ADVB
-97.5%
+153.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.4% |
| 7D | +6.5% | -13.9% | +20.4% | +6.4% |
| 30D | +15.9% | -68.1% | +84.0% | +15.3% |
| 3M | +2.7% | -73.4% | +76.1% | +2.2% |
| 6M | +15.2% | -70.8% | +86.0% | +13.9% |
| YTD | +19.2% | -66.1% | +85.3% | +18.1% |
| 1Y | +31.6% | -77.5% | +109.1% | +32.6% |
| All | +56.3% | -97.5% | +153.8% | +91.0% |
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