-25.9%
ADBE vs RDW
+9.7%
-35.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +0.8% |
| 7D | -0.5% | -14.3% | +13.8% | -0.9% |
| 30D | +4.1% | -26.0% | +30.0% | +3.4% |
| 3M | -3.5% | -27.4% | +23.9% | -4.2% |
| 6M | -2.2% | -10.6% | +8.5% | -4.1% |
| YTD | -29.0% | +1.6% | -30.6% | -30.5% |
| 1Y | -25.9% | +11.1% | -37.0% | -28.4% |
| All | -25.9% | +9.7% | -35.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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