+3,919.1%
ADBE vs DRI
+7,577.6%
-3,658.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.6% |
| 7D | -8.6% | +0.6% | -9.2% | -8.8% |
| 30D | +2.8% | +3.8% | -1.1% | +1.3% |
| 3M | +3.1% | +13.0% | -9.9% | -1.2% |
| 6M | -2.4% | +8.3% | -10.7% | -5.7% |
| YTD | -23.9% | +20.6% | -44.5% | -29.1% |
| 1Y | -22.6% | +6.5% | -29.1% | -25.4% |
| 3Y | -52.7% | +53.7% | -106.4% | -59.9% |
| 5Y | -60.0% | +72.7% | -132.7% | -67.5% |
| 10Y | +157.3% | +363.2% | -205.8% | +35.5% |
| All | +3,919.1% | +7,577.6% | -3,658.6% | +787.2% |
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