-55.3%
ADBE vs XLU
+47.0%
-102.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | -5.4% | -1.6% | -3.8% | -5.5% |
| 30D | -2.5% | -3.3% | +0.8% | -2.7% |
| 3M | +15.3% | -3.2% | +18.4% | +15.0% |
| 6M | -7.8% | -7.0% | -0.9% | -8.0% |
| YTD | -27.9% | +0.6% | -28.6% | -28.6% |
| 1Y | -28.0% | +2.4% | -30.5% | -29.1% |
| 3Y | -55.3% | +46.3% | -101.6% | -58.8% |
| All | -55.3% | +47.0% | -102.3% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling