+5,126.2%
ADBE vs RL
+1,366.2%
+3,760.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.0% | -8.8% | -7.3% |
| 7D | -8.6% | -0.8% | -7.8% | -8.4% |
| 30D | +2.8% | -7.8% | +10.5% | +5.1% |
| 3M | +3.1% | -4.0% | +7.1% | +3.6% |
| 6M | -2.4% | -1.9% | -0.5% | -3.8% |
| YTD | -23.9% | -0.2% | -23.7% | -25.4% |
| 1Y | -22.6% | +10.7% | -33.3% | -26.7% |
| 3Y | -52.7% | +210.8% | -263.4% | -68.4% |
| 5Y | -60.0% | +238.2% | -298.3% | -74.5% |
| 10Y | +157.3% | +313.4% | -156.1% | +38.8% |
| All | +5,126.2% | +1,366.2% | +3,760.1% | +1,390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling