+152.6%
RNG vs ADVB
-88.8%
+241.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -4.4% |
| 7D | -0.8% | -14.0% | +13.2% | -1.0% |
| 30D | +11.4% | +41.0% | -29.6% | +12.1% |
| 3M | +72.1% | +127.9% | -55.8% | +76.0% |
| 6M | +67.9% | +101.3% | -33.4% | +70.8% |
| YTD | +144.3% | +53.8% | +90.6% | +150.9% |
| 1Y | +117.5% | +4.4% | +113.1% | +124.3% |
| All | +152.6% | -88.8% | +241.3% | +205.5% |
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 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