-61.5%
ADBE vs XRT
-2.4%
-59.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | 0.0% |
| 7D | -8.9% | -2.4% | -6.5% | -7.6% |
| 30D | -6.6% | -6.9% | +0.3% | -2.7% |
| 3M | +7.1% | -0.4% | +7.5% | +7.3% |
| 6M | -9.8% | +2.2% | -12.0% | -11.4% |
| YTD | -27.2% | -0.7% | -26.5% | -27.4% |
| 1Y | -28.0% | -2.0% | -26.0% | -27.8% |
| 3Y | -54.5% | +41.0% | -95.5% | -65.0% |
| 5Y | -61.5% | -3.3% | -58.2% | -63.0% |
| All | -61.5% | -2.4% | -59.1% | -63.0% |
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