+157.5%
ADBE vs USB
+107.5%
+50.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.5% | -6.7% |
| 7D | -8.6% | +1.4% | -10.0% | -9.0% |
| 30D | +2.8% | -1.3% | +4.1% | +3.1% |
| 3M | +3.1% | +15.2% | -12.1% | -1.7% |
| 6M | -2.4% | +18.8% | -21.3% | -8.1% |
| YTD | -23.9% | +21.0% | -44.9% | -28.9% |
| 1Y | -22.6% | +34.0% | -56.6% | -30.2% |
| 3Y | -52.7% | +95.3% | -148.0% | -63.0% |
| 5Y | -60.0% | +40.4% | -100.4% | -65.9% |
| All | +157.5% | +107.5% | +50.0% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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