-61.5%
ADBE vs DT
-28.0%
-33.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -8.9% | -0.5% | -8.4% | -8.6% |
| 30D | -6.6% | +0.1% | -6.7% | -6.5% |
| 3M | +7.1% | +24.1% | -17.0% | -3.4% |
| 6M | -9.8% | +30.1% | -39.9% | -21.0% |
| YTD | -27.2% | +16.8% | -43.9% | -33.2% |
| 1Y | -28.0% | -0.1% | -27.9% | -29.5% |
| 3Y | -54.5% | +6.8% | -61.4% | -57.8% |
| 5Y | -61.5% | -28.4% | -33.1% | -61.7% |
| All | -61.5% | -28.0% | -33.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling