+137.3%
ADBE vs RBA
+207.2%
-69.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.6% | +1.7% | -0.2% | +1.0% |
| 30D | +1.0% | +8.3% | -7.3% | -1.8% |
| 3M | -10.1% | +10.5% | -20.7% | -13.3% |
| 6M | +3.0% | -5.9% | +8.8% | +4.0% |
| YTD | -30.5% | -6.9% | -23.7% | -30.3% |
| 1Y | -27.1% | -4.9% | -22.3% | -27.4% |
| 3Y | -58.8% | +64.5% | -123.3% | -66.7% |
| 5Y | -63.0% | +46.1% | -109.1% | -69.8% |
| All | +137.3% | +207.2% | -69.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling