+4,871.2%
ADBE vs DIA
+1,122.5%
+3,748.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.7% |
| 7D | +1.6% | +2.1% | -0.6% | -1.0% |
| 30D | +1.0% | +1.5% | -0.5% | -1.0% |
| 3M | -10.1% | -2.4% | -7.7% | -7.6% |
| 6M | +3.0% | +6.0% | -3.0% | -4.6% |
| YTD | -30.5% | +10.1% | -40.6% | -38.9% |
| 1Y | -27.1% | +11.8% | -38.9% | -37.2% |
| 3Y | -58.8% | +59.7% | -118.5% | -77.0% |
| 5Y | -63.0% | +57.9% | -120.9% | -78.5% |
| 10Y | +134.5% | +236.2% | -101.8% | -47.2% |
| All | +4,871.2% | +1,122.5% | +3,748.7% | +197.5% |
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