-64.5%
ADBE vs RBA
+47.6%
-112.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.6% |
| 7D | -5.6% | +2.5% | -8.1% | -6.4% |
| 30D | -2.0% | +11.6% | -13.6% | -5.5% |
| 3M | -10.5% | +1.5% | -12.0% | -11.2% |
| 6M | -6.2% | -6.6% | +0.4% | -5.2% |
| YTD | -32.2% | -6.3% | -25.9% | -32.2% |
| 1Y | -27.4% | -4.0% | -23.5% | -28.1% |
| 3Y | -58.9% | +47.3% | -106.2% | -65.3% |
| 5Y | -64.5% | +47.7% | -112.1% | -68.6% |
| All | -64.5% | +47.6% | -112.1% | -68.6% |
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