-59.7%
ADBE vs QLD
+121.5%
-181.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | -8.6% | +0.6% | -9.1% | -8.8% |
| 30D | +2.8% | -0.1% | +2.9% | +2.7% |
| 3M | +3.1% | -8.4% | +11.5% | +4.7% |
| 6M | -2.4% | +32.2% | -34.6% | -18.7% |
| YTD | -23.9% | +28.9% | -52.8% | -36.0% |
| 1Y | -22.6% | +43.8% | -66.4% | -39.3% |
| 3Y | -52.7% | +176.6% | -229.3% | -76.2% |
| All | -59.7% | +121.5% | -181.2% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling