+156.4%
ADBE vs RL
+297.6%
-141.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.1% |
| 7D | -8.9% | -0.3% | -8.6% | -8.9% |
| 30D | -6.6% | -17.5% | +10.9% | -2.4% |
| 3M | +7.1% | -14.0% | +21.1% | +10.5% |
| 6M | -9.8% | -2.0% | -7.8% | -10.8% |
| YTD | -27.2% | -4.6% | -22.6% | -27.6% |
| 1Y | -28.0% | +9.5% | -37.5% | -31.1% |
| 3Y | -54.5% | +200.5% | -255.0% | -67.4% |
| 5Y | -61.5% | +226.3% | -287.7% | -73.5% |
| 10Y | +156.4% | +304.8% | -148.3% | +69.4% |
| All | +156.4% | +297.6% | -141.2% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling