-14.1%
RDW vs ADVB
-89.8%
+75.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -2.5% |
| 7D | +0.9% | -12.3% | +13.1% | +0.4% |
| 30D | -21.3% | +7.8% | -29.0% | -21.0% |
| 3M | -37.9% | +104.2% | -142.1% | -36.2% |
| 6M | +12.3% | +58.1% | -45.8% | +12.7% |
| YTD | +39.7% | +40.2% | -0.5% | +41.2% |
| 1Y | +25.7% | -16.1% | +41.8% | +29.4% |
| All | -14.1% | -89.8% | +75.7% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling