+21,346.7%
ADBE vs RRX
+3,824.6%
+17,522.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | -8.9% | -0.7% | -8.2% | -8.7% |
| 30D | -6.6% | -8.0% | +1.3% | -4.5% |
| 3M | +7.1% | -25.1% | +32.2% | +14.0% |
| 6M | -9.8% | -18.3% | +8.5% | -8.6% |
| YTD | -27.2% | +14.2% | -41.3% | -35.0% |
| 1Y | -28.0% | +13.0% | -41.1% | -36.0% |
| 3Y | -54.5% | +4.2% | -58.7% | -60.9% |
| 5Y | -61.5% | +17.9% | -79.4% | -68.7% |
| 10Y | +156.4% | +220.4% | -64.0% | +41.3% |
| All | +21,346.7% | +3,824.6% | +17,522.1% | +7,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling