+148.0%
ADBE vs DG
+99.2%
+48.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -12.9% | -6.3% | -6.6% | -11.7% |
| 30D | -5.6% | +2.4% | -8.1% | -6.2% |
| 3M | +6.6% | +12.4% | -5.8% | +4.0% |
| 6M | -9.6% | -14.9% | +5.4% | -6.8% |
| YTD | -28.9% | -6.1% | -22.9% | -28.3% |
| 1Y | -28.9% | +17.9% | -46.8% | -31.8% |
| 3Y | -55.6% | +3.1% | -58.7% | -58.1% |
| 5Y | -62.2% | -38.7% | -23.6% | -57.9% |
| All | +148.0% | +99.2% | +48.8% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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