-54.1%
ADBE vs ROP
-18.5%
-35.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -1.3% |
| 7D | -10.1% | -5.4% | -4.7% | -6.0% |
| 30D | -3.0% | -1.6% | -1.4% | -1.4% |
| 3M | +5.0% | +18.8% | -13.8% | -6.6% |
| 6M | -9.3% | +8.2% | -17.5% | -14.0% |
| YTD | -26.5% | -10.5% | -16.0% | -20.5% |
| 1Y | -28.3% | -23.7% | -4.5% | -13.0% |
| 3Y | -54.1% | -17.9% | -36.2% | -51.5% |
| All | -54.1% | -18.5% | -35.6% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling