-45.6%
ADBE vs RDW
-0.7%
-44.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.5% |
| 7D | -5.4% | +0.9% | -6.2% | -5.4% |
| 30D | -2.5% | -21.3% | +18.8% | -1.1% |
| 3M | +15.3% | -37.9% | +53.1% | +18.4% |
| 6M | -7.8% | +12.3% | -20.1% | -11.5% |
| YTD | -27.9% | +39.7% | -67.7% | -33.4% |
| 1Y | -28.0% | +25.7% | -53.7% | -33.8% |
| 3Y | -55.3% | +230.8% | -286.2% | -66.7% |
| 5Y | -61.7% | -8.8% | -53.0% | -69.5% |
| All | -45.6% | -0.7% | -44.8% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling