-47.4%
ADBE vs RBRK
+130.3%
-177.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -12.9% | -3.5% | -9.4% | -12.2% |
| 30D | -5.6% | -8.3% | +2.6% | -4.3% |
| 3M | +6.6% | +24.7% | -18.0% | +0.3% |
| 6M | -9.6% | +58.9% | -68.5% | -19.6% |
| YTD | -28.9% | +16.3% | -45.2% | -33.3% |
| 1Y | -28.9% | +10.1% | -39.1% | -33.3% |
| All | -47.4% | +130.3% | -177.8% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling