+177.0%
RNG vs ADVB
-61.6%
+238.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +42.7% | -41.6% | +1.9% |
| 7D | +2.3% | +74.2% | -71.9% | +3.6% |
| 30D | -3.4% | -35.9% | +32.5% | -4.6% |
| 3M | +20.9% | -56.4% | +77.3% | +18.2% |
| 6M | +82.2% | -36.7% | +118.9% | +85.9% |
| YTD | +164.6% | -43.3% | +208.0% | +185.7% |
| 1Y | +177.0% | -63.4% | +240.4% | +206.4% |
| All | +177.0% | -61.6% | +238.6% | +206.4% |
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