+47.5%
RIO vs ADVB
-97.4%
+144.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.2% |
| 7D | +3.6% | -4.1% | +7.7% | +3.6% |
| 30D | -10.8% | -60.3% | +49.5% | -10.6% |
| 3M | -15.2% | -73.3% | +58.1% | -15.0% |
| 6M | -18.0% | -65.9% | +47.9% | -18.2% |
| YTD | +11.0% | -63.9% | +74.8% | +9.9% |
| 1Y | +26.4% | -74.1% | +100.5% | +25.9% |
| All | +47.5% | -97.4% | +144.8% | +66.0% |
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 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