-33.6%
ADBE vs RVMD
+620.8%
-654.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | -12.9% | -3.6% | -9.4% | -12.5% |
| 30D | -5.6% | -1.1% | -4.6% | -5.6% |
| 3M | +6.6% | +41.0% | -34.4% | +1.4% |
| 6M | -9.6% | +105.7% | -115.3% | -19.1% |
| YTD | -28.9% | +155.3% | -184.2% | -39.0% |
| 1Y | -28.9% | +402.7% | -431.7% | -45.0% |
| 3Y | -55.6% | +533.1% | -588.7% | -68.2% |
| 5Y | -62.2% | +583.5% | -645.8% | -75.2% |
| All | -33.6% | +620.8% | -654.5% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling