-46.7%
ADBE vs RBRK
+124.5%
-171.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.9% |
| 7D | -5.4% | -7.5% | +2.1% | -3.7% |
| 30D | -2.5% | -10.4% | +7.9% | -0.6% |
| 3M | +15.3% | +21.3% | -6.0% | +9.1% |
| 6M | -7.8% | +50.6% | -58.5% | -17.1% |
| YTD | -27.9% | +13.3% | -41.2% | -32.0% |
| 1Y | -28.0% | +11.2% | -39.3% | -32.5% |
| All | -46.7% | +124.5% | -171.2% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling