+25.9%
RCL vs ADVB
-88.3%
+114.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -5.1% | -3.8% | -1.3% | -5.1% |
| 30D | -19.0% | +17.6% | -36.6% | -18.9% |
| 3M | -9.6% | +119.1% | -128.7% | -10.4% |
| 6M | -6.7% | +103.4% | -110.1% | -7.5% |
| YTD | -3.9% | +59.8% | -63.8% | -4.2% |
| 1Y | -25.1% | +8.5% | -33.6% | -24.9% |
| All | +25.9% | -88.3% | +114.3% | +54.9% |
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