-63.2%
ADBE vs ROL
+14.3%
-77.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -3.8% | +3.4% | -7.2% | -4.9% |
| 30D | -2.3% | +20.8% | -23.1% | -8.3% |
| 3M | -13.3% | +3.7% | -17.0% | -14.6% |
| 6M | -6.5% | -27.7% | +21.2% | +3.4% |
| YTD | -32.4% | -34.9% | +2.6% | -23.2% |
| 1Y | -28.0% | -33.3% | +5.3% | -19.1% |
| 3Y | -60.4% | +4.3% | -64.7% | -63.6% |
| All | -63.2% | +14.3% | -77.5% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling