+148.0%
ADBE vs DD
+67.0%
+81.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -12.9% | -2.9% | -10.0% | -12.1% |
| 30D | -5.6% | -11.5% | +5.9% | -1.8% |
| 3M | +6.6% | -5.4% | +12.0% | +8.0% |
| 6M | -9.6% | -6.9% | -2.7% | -8.8% |
| YTD | -28.9% | +6.9% | -35.8% | -32.3% |
| 1Y | -28.9% | +35.6% | -64.6% | -38.3% |
| 3Y | -55.6% | +42.5% | -98.1% | -63.1% |
| 5Y | -62.2% | +58.5% | -120.7% | -70.2% |
| All | +148.0% | +67.0% | +81.0% | +75.0% |
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