-16.6%
ADBE vs DT
+101.6%
-118.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -3.1% |
| 7D | -12.9% | -2.5% | -10.4% | -11.9% |
| 30D | -5.6% | +3.5% | -9.2% | -6.9% |
| 3M | +6.6% | +26.7% | -20.1% | -3.8% |
| 6M | -9.6% | +36.1% | -45.7% | -21.3% |
| YTD | -28.9% | +18.6% | -47.5% | -34.7% |
| 1Y | -28.9% | +7.9% | -36.8% | -32.3% |
| 3Y | -55.6% | +8.6% | -64.2% | -58.6% |
| 5Y | -62.2% | -26.7% | -35.6% | -61.3% |
| All | -16.6% | +101.6% | -118.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling