-54.1%
ADBE vs DT
+3.8%
-57.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.0% |
| 7D | -10.1% | -4.9% | -5.2% | -7.9% |
| 30D | -3.0% | +2.7% | -5.7% | -4.0% |
| 3M | +5.0% | +20.0% | -15.0% | -4.0% |
| 6M | -9.3% | +28.0% | -37.3% | -20.2% |
| YTD | -26.5% | +16.0% | -42.5% | -32.6% |
| 1Y | -28.3% | +0.7% | -29.0% | -30.3% |
| 3Y | -54.1% | +6.2% | -60.3% | -57.9% |
| All | -54.1% | +3.8% | -57.9% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling