+674.7%
ADBE vs XRT
+537.3%
+137.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.6% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | +1.0% | +7.5% | -6.6% | -3.7% |
| 3M | -7.8% | +2.3% | -10.2% | -9.4% |
| 6M | -1.0% | +12.8% | -13.8% | -8.9% |
| YTD | -31.8% | +7.1% | -38.9% | -35.4% |
| 1Y | -29.2% | +12.3% | -41.5% | -35.0% |
| 3Y | -60.1% | +57.0% | -117.1% | -71.3% |
| 5Y | -63.7% | -4.3% | -59.4% | -64.5% |
| 10Y | +130.1% | +136.7% | -6.6% | +6.8% |
| All | +674.7% | +537.3% | +137.5% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling