+87.0%
RIG vs ADVB
-97.4%
+184.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | -12.2% | -4.1% | -8.1% | -12.2% |
| 30D | -6.0% | -60.3% | +54.3% | -4.9% |
| 3M | -9.4% | -73.3% | +63.9% | -8.0% |
| 6M | -19.1% | -65.9% | +46.9% | -18.2% |
| YTD | +25.4% | -63.9% | +89.3% | +25.1% |
| 1Y | +23.3% | -74.1% | +97.5% | +25.2% |
| All | +87.0% | -97.4% | +184.4% | +138.6% |
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