-26.6%
ADBE vs RBRK
+46.1%
-72.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.1% | +10.3% | +2.0% |
| 7D | -0.7% | -20.9% | +20.2% | +5.2% |
| 30D | +3.5% | -15.9% | +19.4% | +7.4% |
| 3M | -5.0% | +24.7% | -29.6% | -13.2% |
| 6M | -3.6% | +85.1% | -88.7% | -22.4% |
| YTD | -29.6% | +38.3% | -67.8% | -41.7% |
| 1Y | -26.6% | +46.2% | -72.7% | -40.9% |
| All | -26.6% | +46.1% | -72.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling