+19,894.3%
ADBE vs ROL
+9,745.6%
+10,148.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -4.4% | +0.8% | -5.1% | -4.7% |
| 30D | -0.2% | +20.6% | -20.8% | -8.3% |
| 3M | -9.9% | +4.5% | -14.4% | -12.0% |
| 6M | -3.5% | -26.5% | +23.0% | +9.8% |
| YTD | -32.1% | -34.8% | +2.7% | -19.2% |
| 1Y | -28.7% | -33.2% | +4.5% | -16.2% |
| 3Y | -60.2% | +4.5% | -64.7% | -62.6% |
| 5Y | -63.1% | +15.5% | -78.6% | -67.5% |
| 10Y | +129.2% | +217.2% | -88.1% | +24.0% |
| All | +19,894.3% | +9,745.6% | +10,148.6% | +2,092.5% |
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