-58.9%
ADBE vs REPL
+91.4%
-150.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.8% |
| 7D | -5.6% | +14.2% | -19.8% | -5.7% |
| 30D | -2.0% | +65.9% | -67.9% | -2.2% |
| 3M | -10.5% | +84.6% | -95.1% | -10.7% |
| 6M | -6.2% | +446.9% | -453.1% | -6.9% |
| YTD | -32.2% | +129.0% | -161.2% | -32.3% |
| 1Y | -27.4% | +167.9% | -195.3% | -27.6% |
| 3Y | -58.9% | +93.9% | -152.8% | -58.9% |
| All | -58.9% | +91.4% | -150.3% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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