-59.7%
ADBE vs DOC
-24.5%
-35.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.3% |
| 7D | -8.6% | -1.5% | -7.1% | -8.2% |
| 30D | +2.8% | -4.8% | +7.5% | +4.0% |
| 3M | +3.1% | +6.9% | -3.8% | +1.4% |
| 6M | -2.4% | +20.7% | -23.2% | -7.7% |
| YTD | -23.9% | +34.1% | -58.0% | -30.6% |
| 1Y | -22.6% | +22.6% | -45.2% | -27.5% |
| 3Y | -52.7% | +20.8% | -73.5% | -55.7% |
| All | -59.7% | -24.5% | -35.2% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling