+132.9%
ADBE vs RVTY
+216.9%
-84.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -3.2% | +4.1% | -7.3% | -5.0% |
| 30D | +1.0% | +1.3% | -0.3% | -0.3% |
| 3M | -7.8% | +33.3% | -41.1% | -19.9% |
| 6M | -1.0% | +58.3% | -59.2% | -21.2% |
| YTD | -31.8% | +62.7% | -94.5% | -47.4% |
| 1Y | -29.2% | +67.2% | -96.5% | -46.3% |
| 3Y | -60.1% | +87.3% | -147.4% | -73.6% |
| 5Y | -63.7% | -13.4% | -50.3% | -62.8% |
| All | +132.9% | +216.9% | -84.0% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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