+151.4%
ADBE vs ROST
+317.9%
-166.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.6% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -2.5% | -6.9% | +4.4% | -0.3% |
| 3M | +15.3% | -3.3% | +18.6% | +16.4% |
| 6M | -7.8% | +9.0% | -16.9% | -11.2% |
| YTD | -27.9% | +28.9% | -56.8% | -34.7% |
| 1Y | -28.0% | +54.0% | -82.0% | -38.9% |
| 3Y | -55.3% | +100.7% | -156.0% | -65.9% |
| 5Y | -61.7% | +116.0% | -177.8% | -72.3% |
| All | +151.4% | +317.9% | -166.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling