-55.9%
ADBE vs DE
+75.2%
-131.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -12.9% | -2.4% | -10.5% | -12.7% |
| 30D | -5.6% | +9.7% | -15.4% | -6.4% |
| 3M | +6.6% | +21.4% | -14.7% | +4.2% |
| 6M | -9.6% | +15.0% | -24.6% | -11.2% |
| YTD | -28.9% | +46.4% | -75.3% | -34.5% |
| 1Y | -28.9% | +45.6% | -74.6% | -34.6% |
| All | -55.9% | +75.2% | -131.1% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling