+765.6%
ADBE vs XRT
+514.3%
+251.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.4% |
| 7D | -8.6% | +0.8% | -9.4% | -9.1% |
| 30D | +2.8% | -4.2% | +7.0% | +5.5% |
| 3M | +3.1% | +5.1% | -2.0% | -0.3% |
| 6M | -2.4% | +2.4% | -4.8% | -4.6% |
| YTD | -23.9% | +3.2% | -27.0% | -26.0% |
| 1Y | -22.6% | +1.5% | -24.1% | -24.2% |
| 3Y | -52.7% | +40.6% | -93.2% | -63.5% |
| 5Y | -60.0% | -1.0% | -59.0% | -61.9% |
| 10Y | +157.3% | +128.4% | +28.9% | +22.1% |
| All | +765.6% | +514.3% | +251.3% | +71.1% |
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