+394.4%
ADBE vs RNG
+309.1%
+85.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.2% |
| 7D | -10.1% | -0.8% | -9.3% | -9.8% |
| 30D | -3.0% | +11.4% | -14.4% | -5.9% |
| 3M | +5.0% | +72.1% | -67.1% | -10.7% |
| 6M | -9.3% | +67.9% | -77.2% | -22.8% |
| YTD | -26.5% | +144.3% | -170.8% | -44.9% |
| 1Y | -28.3% | +117.5% | -145.8% | -44.7% |
| 3Y | -54.1% | +123.9% | -178.0% | -66.8% |
| 5Y | -61.2% | -70.1% | +8.9% | -54.6% |
| 10Y | +152.5% | +215.9% | -63.4% | +48.9% |
| All | +394.4% | +309.1% | +85.4% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling