-12.1%
RDW vs ADVB
-88.9%
+76.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.7% |
| 7D | +4.8% | -5.9% | +10.7% | +4.6% |
| 30D | -19.5% | +13.9% | -33.4% | -19.1% |
| 3M | -26.9% | +127.3% | -154.2% | -24.7% |
| 6M | +17.8% | +77.0% | -59.2% | +18.1% |
| YTD | +43.0% | +51.5% | -8.5% | +44.9% |
| 1Y | +32.1% | -11.3% | +43.4% | +36.7% |
| All | -12.1% | -88.9% | +76.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling