+4,177.9%
ADBE vs XLB
+823.1%
+3,354.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +1.6% | +0.5% | +1.0% | +1.1% |
| 30D | +1.0% | +5.2% | -4.2% | -2.6% |
| 3M | -10.1% | +0.3% | -10.4% | -10.6% |
| 6M | +3.0% | +1.2% | +1.8% | +1.0% |
| YTD | -30.5% | +16.6% | -47.2% | -39.2% |
| 1Y | -27.1% | +21.4% | -48.6% | -38.1% |
| 3Y | -58.8% | +43.2% | -102.0% | -69.3% |
| 5Y | -63.0% | +28.0% | -91.1% | -69.9% |
| 10Y | +134.5% | +164.8% | -30.3% | +9.8% |
| All | +4,177.9% | +823.1% | +3,354.7% | +772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling