-51.7%
ADBE vs ROIV
+270.3%
-322.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.1% | -3.4% |
| 7D | -4.4% | +5.3% | -9.7% | -4.8% |
| 30D | +2.8% | +11.9% | -9.1% | +1.8% |
| 3M | -8.0% | +10.7% | -18.8% | -9.1% |
| 6M | -4.3% | +34.9% | -39.3% | -7.5% |
| YTD | -31.6% | +79.2% | -110.8% | -35.9% |
| 1Y | -26.9% | +89.0% | -115.9% | -31.9% |
| 3Y | -57.7% | +337.3% | -395.0% | -64.0% |
| 5Y | -63.9% | +402.3% | -466.2% | -72.6% |
| All | -51.7% | +270.3% | -322.0% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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