+107.9%
RIG vs ADVB
-88.8%
+196.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.5% |
| 7D | -2.7% | -14.0% | +11.3% | -2.5% |
| 30D | +9.5% | +41.0% | -31.5% | +9.0% |
| 3M | -6.6% | +127.9% | -134.6% | -8.0% |
| 6M | -2.9% | +101.3% | -104.2% | -6.1% |
| YTD | +39.5% | +53.8% | -14.3% | +36.6% |
| 1Y | +82.3% | +4.4% | +77.9% | +81.3% |
| All | +107.9% | -88.8% | +196.7% | +160.6% |
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