+21,548.7%
ADBE vs ROK
+15,675.2%
+5,873.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | -10.1% | +2.8% | -12.9% | -11.1% |
| 30D | -3.0% | -2.4% | -0.6% | -2.3% |
| 3M | +5.0% | -4.7% | +9.7% | +5.7% |
| 6M | -9.3% | +16.8% | -26.0% | -17.0% |
| YTD | -26.5% | +11.4% | -37.9% | -31.9% |
| 1Y | -28.3% | +26.2% | -54.4% | -37.2% |
| 3Y | -54.1% | +51.9% | -105.9% | -64.3% |
| 5Y | -61.2% | +46.4% | -107.6% | -69.6% |
| 10Y | +152.5% | +343.5% | -191.0% | +17.8% |
| All | +21,548.7% | +15,675.2% | +5,873.5% | +2,328.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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