-62.8%
ADBE vs DOCS
-54.0%
-8.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | 0.0% |
| 7D | -0.7% | -1.3% | +0.7% | -0.5% |
| 30D | +3.5% | +19.4% | -15.9% | 0.0% |
| 3M | -5.0% | +53.4% | -58.4% | -13.1% |
| 6M | -3.6% | +28.8% | -32.3% | -9.7% |
| YTD | -29.6% | -25.1% | -4.5% | -27.8% |
| 1Y | -26.6% | -48.1% | +21.6% | -20.1% |
| 3Y | -56.3% | +51.4% | -107.6% | -64.7% |
| 5Y | -62.8% | -51.1% | -11.7% | -63.0% |
| All | -62.8% | -54.0% | -8.8% | -63.0% |
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