-61.5%
ADBE vs ROL
-6.0%
-55.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -8.9% | -3.3% | -5.6% | -7.9% |
| 30D | -6.6% | -7.2% | +0.6% | -4.4% |
| 3M | +7.1% | -27.0% | +34.1% | +18.6% |
| 6M | -9.8% | -39.5% | +29.7% | +5.9% |
| YTD | -27.2% | -41.8% | +14.6% | -14.1% |
| 1Y | -28.0% | -38.9% | +10.8% | -16.8% |
| 3Y | -54.5% | -0.4% | -54.1% | -57.6% |
| 5Y | -61.5% | -4.2% | -57.3% | -67.2% |
| All | -61.5% | -6.0% | -55.5% | -67.2% |
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