-61.2%
ADBE vs REPL
-53.9%
-7.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.4% |
| 7D | -10.1% | -5.7% | -4.3% | -10.0% |
| 30D | -3.0% | +22.5% | -25.5% | -3.5% |
| 3M | +5.0% | +64.7% | -59.7% | +2.8% |
| 6M | -9.3% | +83.0% | -92.3% | -13.2% |
| YTD | -26.5% | +52.0% | -78.4% | -29.3% |
| 1Y | -28.3% | +144.5% | -172.8% | -33.3% |
| 3Y | -54.1% | -25.1% | -29.0% | -56.0% |
| 5Y | -61.2% | -52.9% | -8.3% | -61.5% |
| All | -61.2% | -53.9% | -7.3% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling