+79.1%
RGTI vs ADVB
-89.4%
+168.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -3.7% |
| 7D | +2.5% | -13.0% | +15.5% | +2.3% |
| 30D | -13.7% | +7.5% | -21.1% | -13.5% |
| 3M | -22.6% | +129.1% | -151.7% | -23.2% |
| 6M | -13.4% | +71.7% | -85.1% | -15.4% |
| YTD | -31.2% | +45.5% | -76.7% | -32.1% |
| 1Y | -7.6% | -2.7% | -4.9% | -8.1% |
| All | +79.1% | -89.4% | +168.5% | +164.2% |
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