-45.7%
RDDT vs ADVB
-76.7%
+30.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.5% | +10.5% | +6.0% |
| 7D | -24.4% | -29.5% | +5.2% | -24.3% |
| 30D | -32.3% | -66.9% | +34.6% | -32.9% |
| 3M | -36.3% | -73.7% | +37.4% | -36.9% |
| 6M | -39.7% | -64.8% | +25.0% | -39.3% |
| YTD | -55.7% | -64.0% | +8.4% | -56.0% |
| 1Y | -45.7% | -77.0% | +31.2% | -44.0% |
| All | -45.7% | -76.7% | +30.9% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling