-54.9%
ADBE vs DIA
+58.1%
-112.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.2% |
| 7D | -8.9% | -1.2% | -7.7% | -7.8% |
| 30D | -6.6% | -2.7% | -3.9% | -4.2% |
| 3M | +7.1% | +3.3% | +3.9% | +3.8% |
| 6M | -9.8% | +10.4% | -20.2% | -18.4% |
| YTD | -27.2% | +10.0% | -37.2% | -34.0% |
| 1Y | -28.0% | +16.2% | -44.2% | -38.5% |
| All | -54.9% | +58.1% | -112.9% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling