+78.1%
RGTI vs ADVB
-88.9%
+167.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.5% |
| 7D | -0.1% | -5.9% | +5.7% | -0.2% |
| 30D | -16.2% | +13.9% | -30.1% | -16.0% |
| 3M | -22.0% | +127.3% | -149.4% | -22.5% |
| 6M | -10.8% | +77.0% | -87.8% | -12.7% |
| YTD | -31.6% | +51.5% | -83.1% | -32.4% |
| 1Y | -6.4% | -11.3% | +5.0% | -5.6% |
| All | +78.1% | -88.9% | +167.1% | +163.0% |
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 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