-62.2%
ADBE vs DE
+97.0%
-159.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -12.9% | -2.4% | -10.5% | -12.5% |
| 30D | -5.6% | +9.7% | -15.4% | -7.3% |
| 3M | +6.6% | +21.4% | -14.7% | +2.3% |
| 6M | -9.6% | +15.0% | -24.6% | -12.6% |
| YTD | -28.9% | +46.4% | -75.3% | -35.9% |
| 1Y | -28.9% | +45.6% | -74.6% | -36.0% |
| 3Y | -55.6% | +76.8% | -132.4% | -62.3% |
| 5Y | -62.2% | +99.4% | -161.6% | -69.4% |
| All | -62.2% | +97.0% | -159.2% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling