-61.5%
ADBE vs DIA
+63.0%
-124.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | 0.0% |
| 7D | -8.9% | -1.2% | -7.7% | -7.4% |
| 30D | -6.6% | -2.7% | -3.9% | -3.4% |
| 3M | +7.1% | +3.3% | +3.9% | +2.6% |
| 6M | -9.8% | +10.4% | -20.2% | -21.0% |
| YTD | -27.2% | +10.0% | -37.2% | -36.1% |
| 1Y | -28.0% | +16.2% | -44.2% | -41.3% |
| 3Y | -54.5% | +58.7% | -113.3% | -76.5% |
| 5Y | -61.5% | +63.6% | -125.1% | -80.4% |
| All | -61.5% | +63.0% | -124.5% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling