-22.6%
ADBE vs RRX
+14.9%
-37.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.7% |
| 7D | -8.6% | +3.4% | -12.0% | -8.0% |
| 30D | +2.8% | -11.1% | +13.9% | +0.8% |
| 3M | +3.1% | -23.7% | +26.9% | -0.3% |
| 6M | -2.4% | -22.0% | +19.6% | -5.1% |
| YTD | -23.9% | +16.5% | -40.3% | -27.9% |
| 1Y | -22.6% | +11.5% | -34.1% | -26.9% |
| All | -22.6% | +14.9% | -37.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling