+156.4%
ADBE vs URA
+369.2%
-212.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -8.9% | +5.7% | -14.6% | -10.1% |
| 30D | -6.6% | +5.6% | -12.2% | -8.0% |
| 3M | +7.1% | +6.2% | +0.9% | +4.6% |
| 6M | -9.8% | -8.2% | -1.5% | -9.7% |
| YTD | -27.2% | +9.7% | -36.8% | -31.7% |
| 1Y | -28.0% | +17.0% | -45.0% | -35.0% |
| 3Y | -54.5% | +118.5% | -173.0% | -68.0% |
| 5Y | -61.5% | +134.3% | -195.8% | -74.6% |
| 10Y | +156.4% | +377.5% | -221.0% | +28.4% |
| All | +156.4% | +369.2% | -212.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling