-57.7%
ADBE vs QLD
+140.3%
-198.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -3.5% |
| 7D | -4.4% | -10.3% | +5.9% | -2.1% |
| 30D | +2.8% | -26.1% | +28.9% | +10.4% |
| 3M | -8.0% | -17.8% | +9.7% | -4.3% |
| 6M | -4.3% | -15.6% | +11.2% | -3.3% |
| YTD | -31.6% | +5.4% | -37.0% | -36.7% |
| 1Y | -26.9% | +5.2% | -32.1% | -32.6% |
| 3Y | -57.7% | +139.4% | -197.1% | -76.5% |
| All | -57.7% | +140.3% | -198.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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