+21.4%
RGTI vs ADVB
-95.9%
+117.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +42.7% | -49.7% | -6.7% |
| 7D | +4.9% | +74.2% | -69.3% | +5.2% |
| 30D | -19.2% | -35.9% | +16.7% | -19.6% |
| 3M | -43.9% | -56.4% | +12.5% | -44.5% |
| 6M | -45.8% | -36.7% | -9.1% | -46.6% |
| YTD | -53.4% | -43.3% | -10.0% | -54.5% |
| 1Y | -63.5% | -63.4% | -0.1% | -63.5% |
| All | +21.4% | -95.9% | +117.2% | +77.0% |
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 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