-59.8%
ADBE vs DLR
+55.0%
-114.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -4.4% | -2.0% | -2.4% | -4.0% |
| 30D | -0.2% | +0.5% | -0.8% | -0.5% |
| 3M | -9.9% | -4.4% | -5.5% | -9.4% |
| 6M | -3.5% | -6.4% | +3.0% | -2.8% |
| YTD | -32.1% | +19.5% | -51.6% | -37.4% |
| 1Y | -28.7% | +10.5% | -39.2% | -32.4% |
| All | -59.8% | +55.0% | -114.8% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling