-63.2%
ADBE vs DOCS
-52.4%
-10.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.6% | +2.6% | -1.0% | +1.1% |
| 30D | +1.0% | +11.4% | -10.4% | -1.1% |
| 3M | -10.1% | +25.4% | -35.5% | -14.0% |
| 6M | +3.0% | +42.5% | -39.6% | -5.2% |
| YTD | -30.5% | -24.7% | -5.8% | -28.8% |
| 1Y | -27.1% | -32.9% | +5.8% | -24.0% |
| 3Y | -58.8% | +39.6% | -98.4% | -66.1% |
| All | -63.2% | -52.4% | -10.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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