+159.8%
RNG vs ADVB
-97.5%
+257.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -2.8% |
| 7D | -11.3% | -13.9% | +2.6% | -11.4% |
| 30D | -5.7% | -68.1% | +62.4% | -6.8% |
| 3M | +16.8% | -73.4% | +90.2% | +15.2% |
| 6M | +58.5% | -70.8% | +129.3% | +58.4% |
| YTD | +151.3% | -66.1% | +217.4% | +153.6% |
| 1Y | +169.0% | -77.5% | +246.5% | +174.3% |
| All | +159.8% | -97.5% | +257.3% | +208.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling