+120.2%
ADBE vs DECK
+874.1%
-753.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -4.4% | +5.8% | -10.1% | -5.9% |
| 30D | +2.8% | +7.9% | -5.1% | +0.6% |
| 3M | -8.0% | -11.4% | +3.4% | -5.2% |
| 6M | -4.3% | -16.6% | +12.2% | -0.2% |
| YTD | -31.6% | -16.4% | -15.3% | -29.7% |
| 1Y | -26.9% | +8.6% | -35.5% | -30.3% |
| 3Y | -57.7% | -15.1% | -42.6% | -59.8% |
| 5Y | -63.9% | +22.9% | -86.8% | -70.7% |
| All | +120.2% | +874.1% | -753.9% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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