-61.4%
ADBE vs XLU
+43.2%
-104.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -12.9% | -1.2% | -11.7% | -12.7% |
| 30D | -5.6% | -2.5% | -3.1% | -5.1% |
| 3M | +6.6% | -2.7% | +9.4% | +7.2% |
| 6M | -9.6% | -7.5% | -2.1% | -8.0% |
| YTD | -28.9% | +0.9% | -29.8% | -30.1% |
| 1Y | -28.9% | +3.3% | -32.2% | -31.1% |
| 3Y | -55.6% | +47.3% | -102.9% | -64.2% |
| All | -61.4% | +43.2% | -104.6% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling