-52.4%
ADBE vs RBA
+32.9%
-85.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.8% |
| 7D | -8.6% | -2.9% | -5.7% | -7.9% |
| 30D | +2.8% | -12.3% | +15.1% | +5.9% |
| 3M | +3.1% | -20.5% | +23.7% | +8.2% |
| 6M | -2.4% | -18.5% | +16.1% | +1.5% |
| YTD | -23.9% | -18.2% | -5.6% | -21.4% |
| 1Y | -22.6% | -27.5% | +4.9% | -17.4% |
| All | -52.4% | +32.9% | -85.4% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling