-22.6%
ADBE vs RSG
-3.6%
-19.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.7% | -6.3% |
| 7D | -8.6% | +0.3% | -8.8% | -8.6% |
| 30D | +2.8% | +7.6% | -4.8% | 0.0% |
| 3M | +3.1% | +7.4% | -4.3% | +1.5% |
| 6M | -2.4% | -3.3% | +0.9% | -0.1% |
| YTD | -23.9% | +6.0% | -29.9% | -24.5% |
| 1Y | -22.6% | -3.7% | -18.9% | -24.0% |
| All | -22.6% | -3.6% | -19.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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