-59.8%
ADBE vs QLD
+154.4%
-214.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | -0.7% |
| 7D | -4.4% | -1.2% | -3.2% | -4.4% |
| 30D | -0.2% | -15.7% | +15.5% | +3.5% |
| 3M | -9.9% | -10.0% | +0.1% | -8.4% |
| 6M | -3.5% | -11.2% | +7.7% | -3.0% |
| YTD | -32.1% | +16.4% | -48.5% | -38.6% |
| 1Y | -28.7% | +12.7% | -41.4% | -35.0% |
| All | -59.8% | +154.4% | -214.1% | -77.0% |
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