+132.9%
ADBE vs XLB
+164.1%
-31.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.3% |
| 7D | -3.2% | 0.0% | -3.2% | -3.3% |
| 30D | +1.0% | +5.3% | -4.3% | -2.7% |
| 3M | -7.8% | 0.0% | -7.8% | -8.1% |
| 6M | -1.0% | +1.2% | -2.2% | -2.8% |
| YTD | -31.8% | +16.9% | -48.7% | -40.7% |
| 1Y | -29.2% | +20.9% | -50.1% | -40.0% |
| 3Y | -60.1% | +43.3% | -103.4% | -70.8% |
| 5Y | -63.7% | +28.3% | -92.0% | -71.0% |
| All | +132.9% | +164.1% | -31.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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