+20,037.3%
ADBE vs D
+2,450.0%
+17,587.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.3% |
| 7D | -4.4% | +3.0% | -7.3% | -5.5% |
| 30D | +2.8% | +11.5% | -8.7% | -1.5% |
| 3M | -8.0% | +3.7% | -11.8% | -9.5% |
| 6M | -4.3% | +13.5% | -17.9% | -9.6% |
| YTD | -31.6% | +20.7% | -52.4% | -37.4% |
| 1Y | -26.9% | +18.2% | -45.1% | -32.6% |
| 3Y | -57.7% | +73.3% | -131.0% | -67.8% |
| 5Y | -63.9% | +12.3% | -76.2% | -67.5% |
| 10Y | +125.3% | +43.4% | +81.9% | +71.2% |
| All | +20,037.3% | +2,450.0% | +17,587.3% | +3,356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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