-61.4%
ADBE vs RRX
+13.6%
-75.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.4% | -2.0% |
| 7D | -12.9% | -3.7% | -9.2% | -12.4% |
| 30D | -5.6% | -9.3% | +3.6% | -4.2% |
| 3M | +6.6% | -21.8% | +28.4% | +9.3% |
| 6M | -9.6% | -22.0% | +12.4% | -8.7% |
| YTD | -28.9% | +11.9% | -40.8% | -36.3% |
| 1Y | -28.9% | +11.6% | -40.5% | -36.8% |
| 3Y | -55.6% | +2.2% | -57.8% | -61.0% |
| All | -61.4% | +13.6% | -75.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling