+4,759.2%
ADBE vs DIA
+1,125.5%
+3,633.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | -0.2% |
| 7D | -4.4% | -1.6% | -2.8% | -2.7% |
| 30D | -0.2% | +1.3% | -1.5% | -2.0% |
| 3M | -9.9% | -2.1% | -7.8% | -7.8% |
| 6M | -3.5% | +6.2% | -9.7% | -10.9% |
| YTD | -32.1% | +10.3% | -42.5% | -40.5% |
| 1Y | -28.7% | +11.0% | -39.7% | -38.0% |
| 3Y | -60.2% | +60.4% | -120.6% | -77.9% |
| 5Y | -63.1% | +59.1% | -122.1% | -78.7% |
| 10Y | +129.2% | +237.1% | -107.9% | -48.5% |
| All | +4,759.2% | +1,125.5% | +3,633.6% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling