-28.0%
ADBE vs XEL
+7.7%
-35.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | -5.4% | -0.3% | -5.1% | -5.5% |
| 30D | -2.5% | -3.9% | +1.4% | -4.2% |
| 3M | +15.3% | -2.8% | +18.1% | +14.2% |
| 6M | -7.8% | -5.4% | -2.5% | -9.4% |
| YTD | -27.9% | +3.8% | -31.7% | -26.9% |
| 1Y | -28.0% | +6.8% | -34.9% | -25.5% |
| All | -28.0% | +7.7% | -35.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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