+15.7%
ADBE vs DBX
+20.9%
-5.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.0% |
| 7D | -12.9% | -1.8% | -11.1% | -12.1% |
| 30D | -5.6% | +2.8% | -8.5% | -6.8% |
| 3M | +6.6% | +26.8% | -20.1% | -4.2% |
| 6M | -9.6% | +32.8% | -42.3% | -21.1% |
| YTD | -28.9% | +26.1% | -55.0% | -36.4% |
| 1Y | -28.9% | +14.1% | -43.1% | -33.9% |
| 3Y | -55.6% | +25.7% | -81.3% | -61.8% |
| 5Y | -62.2% | +11.2% | -73.4% | -66.6% |
| All | +15.7% | +20.9% | -5.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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