-61.5%
ADBE vs RTX
+165.2%
-226.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -8.9% | -1.6% | -7.3% | -8.5% |
| 30D | -6.6% | -11.6% | +4.9% | -4.0% |
| 3M | +7.1% | +9.2% | -2.0% | +4.7% |
| 6M | -9.8% | -4.4% | -5.3% | -8.9% |
| YTD | -27.2% | +8.9% | -36.1% | -29.6% |
| 1Y | -28.0% | +32.1% | -60.1% | -34.8% |
| 3Y | -54.5% | +151.2% | -205.7% | -68.7% |
| 5Y | -61.5% | +162.9% | -224.4% | -74.7% |
| All | -61.5% | +165.2% | -226.7% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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