-36.1%
RDDT vs ADVB
-50.5%
+14.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.6% | +22.5% | -0.9% |
| 7D | +3.5% | +27.8% | -24.3% | +3.1% |
| 30D | -33.7% | -50.8% | +17.0% | -34.3% |
| 3M | -37.7% | -70.5% | +32.8% | -38.7% |
| 6M | -36.1% | -46.7% | +10.6% | -34.6% |
| All | -36.1% | -50.5% | +14.4% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling