+748.5%
ADBE vs DLR
+3,477.6%
-2,729.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -4.4% | -2.0% | -2.4% | -3.7% |
| 30D | -0.2% | +0.5% | -0.8% | -0.9% |
| 3M | -9.9% | -4.4% | -5.5% | -9.1% |
| 6M | -3.5% | -6.4% | +3.0% | -2.7% |
| YTD | -32.1% | +19.5% | -51.6% | -38.4% |
| 1Y | -28.7% | +10.5% | -39.2% | -33.4% |
| 3Y | -60.2% | +54.0% | -114.2% | -68.2% |
| 5Y | -63.1% | +39.7% | -102.8% | -69.7% |
| 10Y | +129.2% | +189.5% | -60.4% | +36.5% |
| All | +748.5% | +3,477.6% | -2,729.1% | +92.1% |
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 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