-53.9%
ADBE vs DOCS
-36.0%
-17.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -4.0% | -6.3% |
| 7D | -8.6% | -1.4% | -7.2% | -8.3% |
| 30D | +2.8% | +21.8% | -19.0% | -1.2% |
| 3M | +3.1% | +27.3% | -24.2% | -1.5% |
| 6M | -2.4% | -0.3% | -2.1% | -3.9% |
| YTD | -23.9% | -40.5% | +16.6% | -19.2% |
| 1Y | -22.6% | -61.5% | +38.9% | -12.7% |
| 3Y | -52.7% | +8.2% | -60.8% | -57.5% |
| 5Y | -60.0% | -73.4% | +13.4% | -60.1% |
| All | -53.9% | -36.0% | -17.9% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling