-61.5%
ADBE vs RVTY
-34.2%
-27.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.1% |
| 7D | -8.9% | -5.4% | -3.5% | -7.2% |
| 30D | -6.6% | +6.7% | -13.4% | -8.7% |
| 3M | +7.1% | +19.0% | -11.9% | +0.4% |
| 6M | -9.8% | +34.6% | -44.4% | -19.7% |
| YTD | -27.2% | +28.3% | -55.4% | -34.5% |
| 1Y | -28.0% | +46.0% | -74.1% | -38.9% |
| 3Y | -54.5% | +16.9% | -71.4% | -59.9% |
| 5Y | -61.5% | -32.9% | -28.6% | -50.5% |
| All | -61.5% | -34.2% | -27.3% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling