-61.5%
ADBE vs DG
-39.5%
-22.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | -0.6% |
| 7D | -8.9% | -4.8% | -4.1% | -8.4% |
| 30D | -6.6% | +1.8% | -8.4% | -6.8% |
| 3M | +7.1% | +14.5% | -7.3% | +5.6% |
| 6M | -9.8% | -13.6% | +3.8% | -8.8% |
| YTD | -27.2% | -4.8% | -22.3% | -27.1% |
| 1Y | -28.0% | +21.6% | -49.6% | -29.3% |
| 3Y | -54.5% | +4.5% | -59.0% | -55.3% |
| 5Y | -61.5% | -38.5% | -23.0% | -56.9% |
| All | -61.5% | -39.5% | -22.0% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling