+148.0%
ADBE vs RNG
+223.4%
-75.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -12.9% | -9.6% | -3.3% | -10.2% |
| 30D | -5.6% | +8.8% | -14.5% | -8.0% |
| 3M | +6.6% | +78.6% | -72.0% | -10.9% |
| 6M | -9.6% | +70.3% | -79.8% | -23.8% |
| YTD | -28.9% | +140.3% | -169.2% | -47.2% |
| 1Y | -28.9% | +126.6% | -155.5% | -46.5% |
| 3Y | -55.6% | +120.2% | -175.8% | -68.3% |
| 5Y | -62.2% | -68.3% | +6.1% | -55.2% |
| All | +148.0% | +223.4% | -75.4% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling