-40.1%
ADBE vs DFNS
-99.9%
+59.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.7% |
| 7D | -8.6% | -16.0% | +7.4% | -8.6% |
| 30D | +2.8% | -77.7% | +80.5% | +3.0% |
| 3M | +3.1% | -77.2% | +80.3% | +2.5% |
| 6M | -2.4% | -95.2% | +92.8% | -3.1% |
| YTD | -23.9% | -98.0% | +74.1% | -24.5% |
| 1Y | -22.6% | -98.3% | +75.7% | -23.2% |
| 3Y | -52.7% | -99.9% | +47.2% | -52.8% |
| 5Y | -60.0% | -99.9% | +39.8% | -57.6% |
| All | -40.1% | -99.9% | +59.7% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling