-22.6%
ADBE vs RNG
+144.7%
-167.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -5.5% |
| 7D | -8.6% | +5.8% | -14.4% | -10.2% |
| 30D | +2.8% | +19.6% | -16.8% | -2.7% |
| 3M | +3.1% | +67.0% | -63.9% | -12.2% |
| 6M | -2.4% | +88.4% | -90.8% | -19.8% |
| YTD | -23.9% | +155.5% | -179.3% | -41.7% |
| 1Y | -22.6% | +141.7% | -164.3% | -40.4% |
| All | -22.6% | +144.7% | -167.3% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling