+137.3%
ADBE vs DLR
+188.2%
-50.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +1.6% | +3.3% | -1.7% | +0.2% |
| 30D | +1.0% | +4.6% | -3.6% | -1.3% |
| 3M | -10.1% | -8.3% | -1.9% | -7.7% |
| 6M | +3.0% | -5.6% | +8.6% | +3.4% |
| YTD | -30.5% | +18.7% | -49.3% | -37.6% |
| 1Y | -27.1% | +17.1% | -44.2% | -34.2% |
| 3Y | -58.8% | +54.4% | -113.2% | -68.4% |
| 5Y | -63.0% | +36.5% | -99.5% | -70.5% |
| All | +137.3% | +188.2% | -50.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling