-28.9%
ADBE vs DT
+1.8%
-30.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -3.2% |
| 7D | -12.9% | -2.5% | -10.4% | -11.7% |
| 30D | -5.6% | +3.5% | -9.2% | -7.2% |
| 3M | +6.6% | +26.7% | -20.1% | -6.0% |
| 6M | -9.6% | +36.1% | -45.7% | -24.1% |
| YTD | -28.9% | +18.6% | -47.5% | -36.2% |
| 1Y | -28.9% | +7.9% | -36.8% | -33.7% |
| All | -28.9% | +1.8% | -30.7% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling