+14.7%
ADP vs RVMD
+545.7%
-530.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | -1.2% | +1.1% | -2.3% | -1.3% |
| 3M | +17.9% | +39.6% | -21.8% | +15.7% |
| 6M | +20.3% | +110.7% | -90.4% | +14.4% |
| YTD | +5.8% | +160.3% | -154.5% | -1.1% |
| 1Y | -7.7% | +404.9% | -412.6% | -17.9% |
| 3Y | +14.7% | +545.5% | -530.7% | -2.2% |
| All | +14.7% | +545.7% | -530.9% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling