-61.2%
ADBE vs RL
+241.4%
-302.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.2% |
| 7D | -10.1% | +1.9% | -12.0% | -10.6% |
| 30D | -3.0% | -12.2% | +9.2% | +0.5% |
| 3M | +5.0% | -6.6% | +11.7% | +6.3% |
| 6M | -9.3% | +3.2% | -12.4% | -12.1% |
| YTD | -26.5% | -1.3% | -25.2% | -27.9% |
| 1Y | -28.3% | +13.6% | -41.9% | -33.1% |
| 3Y | -54.1% | +210.9% | -265.0% | -72.2% |
| 5Y | -61.2% | +246.9% | -308.1% | -77.9% |
| All | -61.2% | +241.4% | -302.6% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling