-59.8%
ADBE vs XRT
+61.0%
-120.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -4.4% | -1.4% | -2.9% | -3.8% |
| 30D | -0.2% | +9.8% | -10.0% | -4.2% |
| 3M | -9.9% | +3.3% | -13.2% | -11.3% |
| 6M | -3.5% | +13.6% | -17.1% | -8.7% |
| YTD | -32.1% | +9.1% | -41.2% | -34.8% |
| 1Y | -28.7% | +15.1% | -43.8% | -33.1% |
| All | -59.8% | +61.0% | -120.7% | -64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling