-28.0%
ADBE vs ROP
-24.5%
-3.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.1% |
| 7D | -8.9% | -6.1% | -2.8% | -4.2% |
| 30D | -6.6% | -3.4% | -3.3% | -3.8% |
| 3M | +7.1% | +16.7% | -9.5% | -2.1% |
| 6M | -9.8% | +8.1% | -17.8% | -14.3% |
| YTD | -27.2% | -11.7% | -15.5% | -23.3% |
| 1Y | -28.0% | -24.2% | -3.8% | -19.9% |
| All | -28.0% | -24.5% | -3.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling