-59.8%
ADBE vs RBA
+47.5%
-107.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.8% |
| 7D | -8.6% | -2.9% | -5.7% | -7.8% |
| 30D | +2.8% | -12.3% | +15.1% | +6.8% |
| 3M | +3.1% | -20.5% | +23.7% | +9.7% |
| 6M | -2.4% | -18.5% | +16.1% | +2.7% |
| YTD | -23.9% | -18.2% | -5.6% | -20.5% |
| 1Y | -22.6% | -27.5% | +4.9% | -16.0% |
| 3Y | -52.7% | +38.1% | -90.8% | -59.1% |
| All | -59.8% | +47.5% | -107.4% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling