+156.4%
ADBE vs DAR
+364.6%
-208.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -6.6% | +7.4% | -14.1% | -8.4% |
| 3M | +7.1% | +15.7% | -8.5% | +2.8% |
| 6M | -9.8% | +30.0% | -39.8% | -16.0% |
| YTD | -27.2% | +87.5% | -114.7% | -38.3% |
| 1Y | -28.0% | +113.4% | -141.4% | -41.4% |
| 3Y | -54.5% | +15.3% | -69.8% | -58.0% |
| 5Y | -61.5% | -4.3% | -57.2% | -63.3% |
| 10Y | +156.4% | +380.2% | -223.7% | +36.3% |
| All | +156.4% | +364.6% | -208.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling