+7,539.9%
ADBE vs ROP
+25,523.2%
-17,983.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.2% | -5.4% |
| 7D | -8.6% | -4.4% | -4.1% | -7.0% |
| 30D | +2.8% | +3.2% | -0.5% | +1.8% |
| 3M | +3.1% | +23.1% | -19.9% | -4.1% |
| 6M | -2.4% | +13.3% | -15.7% | -6.3% |
| YTD | -23.9% | -7.9% | -16.0% | -21.4% |
| 1Y | -22.6% | -22.1% | -0.5% | -15.1% |
| 3Y | -52.7% | -16.8% | -35.9% | -49.2% |
| 5Y | -60.0% | -13.5% | -46.5% | -57.3% |
| 10Y | +157.3% | +137.7% | +19.6% | +98.7% |
| All | +7,539.9% | +25,523.2% | -17,983.3% | +2,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling