-61.5%
ADBE vs DD
+59.3%
-120.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.1% |
| 7D | -8.9% | -3.8% | -5.1% | -7.7% |
| 30D | -6.6% | -9.2% | +2.6% | -3.6% |
| 3M | +7.1% | -9.0% | +16.1% | +10.0% |
| 6M | -9.8% | -5.0% | -4.8% | -9.9% |
| YTD | -27.2% | +7.4% | -34.6% | -31.5% |
| 1Y | -28.0% | +35.1% | -63.1% | -39.0% |
| 3Y | -54.5% | +43.2% | -97.7% | -63.7% |
| 5Y | -61.5% | +59.6% | -121.1% | -71.0% |
| All | -61.5% | +59.3% | -120.8% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling