+129.2%
ADBE vs XRT
+145.8%
-16.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.4% | -1.4% | -2.9% | -3.7% |
| 30D | -0.2% | +9.8% | -10.0% | -5.1% |
| 3M | -9.9% | +3.3% | -13.2% | -11.6% |
| 6M | -3.5% | +13.6% | -17.1% | -10.1% |
| YTD | -32.1% | +9.1% | -41.2% | -35.6% |
| 1Y | -28.7% | +15.1% | -43.8% | -34.2% |
| 3Y | -60.2% | +59.9% | -120.2% | -69.9% |
| 5Y | -63.1% | -1.7% | -61.3% | -64.7% |
| 10Y | +129.2% | +141.1% | -12.0% | +20.7% |
| All | +129.2% | +145.8% | -16.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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