+137.3%
ADBE vs RL
+337.1%
-199.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +1.6% | +2.6% | -1.0% | +0.9% |
| 30D | +1.0% | +2.9% | -1.9% | +0.1% |
| 3M | -10.1% | 0.0% | -10.1% | -10.4% |
| 6M | +3.0% | +17.1% | -14.1% | -2.2% |
| YTD | -30.5% | +10.1% | -40.7% | -33.5% |
| 1Y | -27.1% | +17.3% | -44.5% | -31.4% |
| 3Y | -58.8% | +249.3% | -308.2% | -71.7% |
| 5Y | -63.0% | +240.9% | -303.9% | -75.0% |
| All | +137.3% | +337.1% | -199.7% | +57.0% |
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