-10.7%
ADBE vs DT
+103.5%
-114.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.0% |
| 7D | -8.6% | -3.3% | -5.3% | -7.3% |
| 30D | +2.8% | +2.0% | +0.7% | +2.0% |
| 3M | +3.1% | +20.0% | -16.9% | -4.8% |
| 6M | -2.4% | +39.3% | -41.7% | -15.9% |
| YTD | -23.9% | +19.8% | -43.6% | -30.3% |
| 1Y | -22.6% | +4.3% | -26.9% | -25.3% |
| 3Y | -52.7% | +7.7% | -60.4% | -55.8% |
| 5Y | -60.0% | -26.8% | -33.2% | -59.0% |
| All | -10.7% | +103.5% | -114.2% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling