-63.1%
ADBE vs DFNS
-100.0%
+36.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.7% | -12.3% | +0.4% |
| 7D | -4.4% | -13.0% | +8.6% | -4.4% |
| 30D | -0.2% | -56.9% | +56.6% | -0.1% |
| 3M | -9.9% | -93.2% | +83.3% | -9.6% |
| 6M | -3.5% | -95.4% | +92.0% | -3.9% |
| YTD | -32.1% | -99.5% | +67.4% | -32.5% |
| 1Y | -28.7% | -99.6% | +70.9% | -29.1% |
| 3Y | -60.2% | -100.0% | +39.8% | -59.9% |
| 5Y | -63.1% | -100.0% | +36.9% | -54.8% |
| All | -63.1% | -100.0% | +36.9% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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