+129.2%
ADBE vs RL
+347.1%
-218.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -4.4% | -4.4% | 0.0% | -3.5% |
| 30D | -0.2% | +5.6% | -5.8% | -1.7% |
| 3M | -9.9% | -0.6% | -9.3% | -10.1% |
| 6M | -3.5% | +15.5% | -18.9% | -8.0% |
| YTD | -32.1% | +12.3% | -44.4% | -35.3% |
| 1Y | -28.7% | +19.3% | -48.0% | -33.1% |
| 3Y | -60.2% | +255.5% | -315.8% | -72.8% |
| 5Y | -63.1% | +247.1% | -310.1% | -75.1% |
| 10Y | +129.2% | +346.0% | -216.9% | +46.6% |
| All | +129.2% | +347.1% | -218.0% | +46.6% |
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