+27.1%
RSP vs ADVB
-97.5%
+124.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.4% |
| 7D | -1.0% | -13.9% | +12.9% | -1.0% |
| 30D | +2.6% | -68.1% | +70.7% | +3.1% |
| 3M | -0.8% | -73.4% | +72.6% | -0.3% |
| 6M | +6.3% | -70.8% | +77.1% | +6.1% |
| YTD | +14.1% | -66.1% | +80.2% | +13.3% |
| 1Y | +18.0% | -77.5% | +95.5% | +18.3% |
| All | +27.1% | -97.5% | +124.6% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling