+141.7%
RNG vs ADVB
+5.8%
+135.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.9% |
| 7D | +5.8% | -3.8% | +9.5% | +5.7% |
| 30D | +19.6% | +17.6% | +2.0% | +20.5% |
| 3M | +67.0% | +119.1% | -52.1% | +76.8% |
| 6M | +88.4% | +103.4% | -15.0% | +100.0% |
| YTD | +155.5% | +59.8% | +95.6% | +175.2% |
| 1Y | +141.7% | +8.5% | +133.1% | +159.2% |
| All | +141.7% | +5.8% | +135.8% | +159.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling