-63.2%
ADBE vs XRT
-4.8%
-58.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.6% | +1.7% | -0.2% | +0.5% |
| 30D | +1.0% | +7.5% | -6.5% | -3.4% |
| 3M | -10.1% | +2.2% | -12.3% | -11.5% |
| 6M | +3.0% | +14.7% | -11.7% | -5.6% |
| YTD | -30.5% | +7.5% | -38.0% | -34.0% |
| 1Y | -27.1% | +14.1% | -41.3% | -33.3% |
| 3Y | -58.8% | +58.8% | -117.6% | -70.7% |
| All | -63.2% | -4.8% | -58.3% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling