+851.7%
ADBE vs DLR
+3,595.6%
-2,744.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | -8.6% | +1.6% | -10.2% | -9.1% |
| 30D | +2.8% | -3.4% | +6.1% | +3.9% |
| 3M | +3.1% | +0.5% | +2.6% | +2.0% |
| 6M | -2.4% | +4.6% | -7.0% | -5.5% |
| YTD | -23.9% | +23.4% | -47.3% | -31.3% |
| 1Y | -22.6% | +19.0% | -41.6% | -29.5% |
| 3Y | -52.7% | +56.5% | -109.2% | -62.2% |
| 5Y | -60.0% | +33.3% | -93.3% | -66.4% |
| 10Y | +157.3% | +165.1% | -7.8% | +59.3% |
| All | +851.7% | +3,595.6% | -2,744.0% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling