-61.5%
ADBE vs ROST
+108.0%
-169.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.3% |
| 7D | -8.9% | -2.2% | -6.7% | -8.2% |
| 30D | -6.6% | -11.4% | +4.8% | -2.6% |
| 3M | +7.1% | -1.6% | +8.8% | +7.4% |
| 6M | -9.8% | +6.8% | -16.6% | -12.7% |
| YTD | -27.2% | +25.8% | -53.0% | -34.2% |
| 1Y | -28.0% | +52.4% | -80.4% | -39.9% |
| 3Y | -54.5% | +94.4% | -148.9% | -66.3% |
| 5Y | -61.5% | +108.2% | -169.7% | -74.5% |
| All | -61.5% | +108.0% | -169.5% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling