+22,327.1%
ADBE vs ROL
+9,030.3%
+13,296.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.2% | -6.9% |
| 7D | -8.6% | -1.4% | -7.1% | -8.0% |
| 30D | +2.8% | -4.1% | +6.9% | +4.6% |
| 3M | +3.1% | -22.5% | +25.6% | +15.3% |
| 6M | -2.4% | -37.7% | +35.2% | +19.7% |
| YTD | -23.9% | -39.6% | +15.7% | -6.0% |
| 1Y | -22.6% | -36.0% | +13.4% | -7.2% |
| 3Y | -52.7% | -5.1% | -47.5% | -53.7% |
| 5Y | -60.0% | -3.4% | -56.6% | -61.9% |
| 10Y | +157.3% | +215.2% | -57.9% | +39.8% |
| All | +22,327.1% | +9,030.3% | +13,296.8% | +2,451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling