-2.3%
RSG vs ADVB
-89.4%
+87.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.4% |
| 7D | 0.0% | -13.0% | +13.0% | +0.1% |
| 30D | +3.7% | +7.5% | -3.8% | +3.5% |
| 3M | +6.2% | +129.1% | -123.0% | +3.8% |
| 6M | -2.8% | +71.7% | -74.5% | -4.7% |
| YTD | +5.9% | +45.5% | -39.7% | +3.9% |
| 1Y | -1.8% | -2.7% | +1.0% | -3.3% |
| All | -2.3% | -89.4% | +87.0% | +5.9% |
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