+45.0%
ADP vs RVMD
+591.3%
-546.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -5.7% | -0.7% | -4.9% | -5.6% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +15.6% | +38.9% | -23.3% | +12.2% |
| 6M | +20.8% | +108.1% | -87.3% | +12.0% |
| YTD | +4.7% | +160.7% | -156.0% | -5.6% |
| 1Y | -8.3% | +407.3% | -415.6% | -23.0% |
| 3Y | +13.6% | +546.6% | -533.0% | -9.6% |
| 5Y | +45.0% | +579.8% | -534.8% | +6.2% |
| All | +45.0% | +591.3% | -546.3% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling