+98.6%
ADP vs RVMD
+525.1%
-426.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.2% |
| 30D | +11.6% | -6.4% | +18.0% | +12.0% |
| 3M | +15.1% | -14.1% | +29.1% | +16.3% |
| 6M | +46.0% | +21.0% | +25.0% | +42.0% |
| YTD | +22.4% | +121.4% | -99.0% | +9.3% |
| 1Y | +24.5% | +167.9% | -143.4% | +8.7% |
| 3Y | +44.8% | +794.7% | -749.9% | +7.0% |
| 5Y | +49.1% | +437.2% | -388.1% | +9.3% |
| All | +98.6% | +525.1% | -426.5% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling