-49.8%
ADBE vs RGTI
+53.9%
-103.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | -8.9% | +2.5% | -11.4% | -9.0% |
| 30D | -6.6% | -13.7% | +7.0% | -6.1% |
| 3M | +7.1% | -22.6% | +29.7% | +7.9% |
| 6M | -9.8% | -13.4% | +3.6% | -10.4% |
| YTD | -27.2% | -31.2% | +4.0% | -27.1% |
| 1Y | -28.0% | -7.6% | -20.4% | -30.1% |
| 3Y | -54.5% | +669.7% | -724.2% | -65.7% |
| 5Y | -61.5% | +57.0% | -118.5% | -66.5% |
| All | -49.8% | +53.9% | -103.7% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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