+4,592.7%
ADBE vs RL
+1,476.5%
+3,116.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -4.4% | -4.2% | -0.2% | -3.3% |
| 30D | +2.8% | +4.3% | -1.5% | +1.4% |
| 3M | -8.0% | -4.6% | -3.4% | -7.1% |
| 6M | -4.3% | +1.7% | -6.1% | -6.4% |
| YTD | -31.6% | +7.3% | -39.0% | -34.6% |
| 1Y | -26.9% | +20.8% | -47.7% | -32.6% |
| 3Y | -57.7% | +247.0% | -304.6% | -72.7% |
| 5Y | -63.9% | +225.5% | -289.3% | -76.6% |
| 10Y | +125.3% | +363.0% | -237.7% | +17.2% |
| All | +4,592.7% | +1,476.5% | +3,116.1% | +1,206.7% |
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