+50.7%
RIO vs ADVB
-97.4%
+148.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.4% | +3.2% |
| 7D | +4.4% | -1.2% | +5.6% | +4.4% |
| 30D | -8.9% | -61.4% | +52.5% | -8.6% |
| 3M | -12.7% | -67.8% | +55.1% | -12.5% |
| 6M | -16.2% | -66.9% | +50.7% | -16.4% |
| YTD | +13.4% | -64.9% | +78.3% | +12.3% |
| 1Y | +30.9% | -74.8% | +105.7% | +30.5% |
| All | +50.7% | -97.4% | +148.1% | +69.7% |
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