+3,565.7%
ADBE vs DRI
+8,063.5%
-4,497.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +1.0% | +9.7% | -8.7% | -1.9% |
| 3M | -10.1% | +3.2% | -13.3% | -11.2% |
| 6M | +3.0% | +20.6% | -17.6% | -3.5% |
| YTD | -30.5% | +28.3% | -58.8% | -36.6% |
| 1Y | -27.1% | +34.5% | -61.7% | -34.6% |
| 3Y | -58.8% | +66.5% | -125.4% | -65.9% |
| 5Y | -63.0% | +79.6% | -142.7% | -70.2% |
| 10Y | +134.5% | +333.8% | -199.3% | +26.5% |
| All | +3,565.7% | +8,063.5% | -4,497.7% | +693.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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