+48.6%
RRX vs ADVB
-97.4%
+146.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.5% | +3.4% | +6.9% |
| 7D | +12.3% | -1.2% | +13.5% | +12.3% |
| 30D | +9.5% | -61.4% | +70.9% | +9.1% |
| 3M | +1.8% | -67.8% | +69.6% | +1.3% |
| 6M | -15.3% | -66.9% | +51.5% | -15.2% |
| YTD | +29.6% | -64.9% | +94.5% | +30.0% |
| 1Y | +34.1% | -74.8% | +108.8% | +35.1% |
| All | +48.6% | -97.4% | +146.1% | +76.0% |
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