-55.3%
ADBE vs RNG
+119.8%
-175.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -5.4% | -6.1% | +0.7% | -3.7% |
| 30D | -2.5% | +9.6% | -12.1% | -4.8% |
| 3M | +15.3% | +83.3% | -68.1% | -1.6% |
| 6M | -7.8% | +77.9% | -85.8% | -21.0% |
| YTD | -27.9% | +139.9% | -167.9% | -42.8% |
| 1Y | -28.0% | +121.7% | -149.7% | -42.1% |
| 3Y | -55.3% | +121.9% | -177.2% | -64.5% |
| All | -55.3% | +119.8% | -175.1% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling