-51.7%
ADBE vs USAR
+53.8%
-105.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.3% |
| 7D | -5.4% | -11.6% | +6.3% | -5.5% |
| 30D | -2.5% | -15.5% | +13.0% | -2.7% |
| 3M | +15.3% | -31.0% | +46.3% | +15.3% |
| 6M | -7.8% | -26.2% | +18.4% | -7.8% |
| YTD | -27.9% | +30.8% | -58.7% | -27.9% |
| 1Y | -28.0% | +7.1% | -35.1% | -28.0% |
| 3Y | -55.3% | +53.0% | -108.3% | -55.7% |
| All | -51.7% | +53.8% | -105.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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