-9.1%
RDW vs ADVB
-88.8%
+79.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.8% | +10.5% | +6.5% |
| 7D | +9.5% | -14.0% | +23.4% | +8.9% |
| 30D | -17.4% | +41.0% | -58.3% | -16.2% |
| 3M | -39.5% | +127.9% | -167.4% | -37.7% |
| 6M | +31.3% | +101.3% | -70.0% | +30.4% |
| YTD | +47.8% | +53.8% | -6.0% | +49.8% |
| 1Y | +33.8% | +4.4% | +29.4% | +36.0% |
| All | -9.1% | -88.8% | +79.6% | +19.1% |
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