+22,327.1%
ADBE vs ROST
+70,186.3%
-47,859.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.6% |
| 7D | -8.6% | +0.9% | -9.5% | -8.8% |
| 30D | +2.8% | -8.9% | +11.7% | +5.1% |
| 3M | +3.1% | -0.8% | +4.0% | +3.1% |
| 6M | -2.4% | +8.5% | -10.9% | -4.9% |
| YTD | -23.9% | +28.6% | -52.4% | -29.1% |
| 1Y | -22.6% | +52.3% | -74.9% | -31.0% |
| 3Y | -52.7% | +94.8% | -147.5% | -60.7% |
| 5Y | -60.0% | +110.8% | -170.8% | -67.9% |
| 10Y | +157.3% | +304.5% | -147.2% | +69.8% |
| All | +22,327.1% | +70,186.3% | -47,859.2% | +4,662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling