+111.2%
RIG vs ADVB
-88.3%
+199.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | +0.9% | -3.8% | +4.6% | +0.9% |
| 30D | +13.8% | +17.6% | -3.8% | +13.4% |
| 3M | -6.4% | +119.1% | -125.5% | -7.7% |
| 6M | -8.2% | +103.4% | -111.5% | -11.2% |
| YTD | +41.6% | +59.8% | -18.2% | +38.6% |
| 1Y | +88.7% | +8.5% | +80.2% | +87.6% |
| All | +111.2% | -88.3% | +199.5% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling