-63.1%
ADBE vs DOC
-22.8%
-40.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +0.1% |
| 7D | -0.5% | +8.7% | -9.2% | -2.8% |
| 30D | +4.1% | +7.6% | -3.6% | +1.9% |
| 3M | -3.5% | -5.3% | +1.8% | -2.2% |
| 6M | -2.2% | +27.6% | -29.8% | -9.1% |
| YTD | -29.0% | +32.4% | -61.4% | -35.2% |
| 1Y | -25.9% | +22.9% | -48.8% | -30.8% |
| 3Y | -55.9% | +43.1% | -99.0% | -62.5% |
| 5Y | -63.1% | -21.4% | -41.8% | -56.1% |
| All | -63.1% | -22.8% | -40.3% | -56.1% |
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