+77.9%
ADP vs RVMD
+644.5%
-566.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | +1.0% | -4.5% | -3.5% |
| 30D | +2.8% | +6.4% | -3.7% | +2.1% |
| 3M | +20.9% | +34.9% | -14.0% | +16.9% |
| 6M | +29.9% | +107.6% | -77.7% | +18.5% |
| YTD | +9.6% | +163.7% | -154.0% | -3.4% |
| 1Y | -5.3% | +439.2% | -444.5% | -23.6% |
| 3Y | +16.5% | +499.2% | -482.7% | -10.3% |
| 5Y | +49.4% | +621.7% | -572.3% | +5.9% |
| All | +77.9% | +644.5% | -566.5% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling