+137.3%
ADBE vs DD
+97.1%
+40.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.6% | +5.0% | -3.4% | -0.1% |
| 30D | +1.0% | +19.7% | -18.7% | -5.1% |
| 3M | -10.1% | +7.2% | -17.3% | -12.6% |
| 6M | +3.0% | +1.0% | +1.9% | +1.5% |
| YTD | -30.5% | +29.1% | -59.6% | -38.1% |
| 1Y | -27.1% | +28.5% | -55.6% | -35.0% |
| 3Y | -58.8% | +89.4% | -148.3% | -69.1% |
| 5Y | -63.0% | +67.1% | -130.2% | -71.4% |
| All | +137.3% | +97.1% | +40.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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