+156.4%
ADBE vs ROL
+205.3%
-48.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | -8.9% | -3.3% | -5.6% | -7.5% |
| 30D | -6.6% | -7.2% | +0.6% | -3.5% |
| 3M | +7.1% | -27.0% | +34.1% | +23.0% |
| 6M | -9.8% | -39.5% | +29.7% | +12.3% |
| YTD | -27.2% | -41.8% | +14.6% | -8.6% |
| 1Y | -28.0% | -38.9% | +10.8% | -12.0% |
| 3Y | -54.5% | -0.4% | -54.1% | -57.5% |
| 5Y | -61.5% | -4.2% | -57.3% | -64.5% |
| 10Y | +156.4% | +208.2% | -51.8% | +51.0% |
| All | +156.4% | +205.3% | -48.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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