-63.8%
ADBE vs ROST
+114.3%
-178.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.5% |
| 30D | +1.0% | +5.1% | -4.2% | -1.0% |
| 3M | -7.8% | -4.3% | -3.6% | -6.6% |
| 6M | -1.0% | +9.4% | -10.4% | -5.0% |
| YTD | -31.8% | +32.5% | -64.3% | -39.7% |
| 1Y | -29.2% | +46.9% | -76.1% | -40.0% |
| 3Y | -60.1% | +98.1% | -158.2% | -70.7% |
| All | -63.8% | +114.3% | -178.1% | -76.2% |
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