+151.4%
ADBE vs DTE
+137.8%
+13.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | -5.4% | -2.6% | -2.8% | -4.7% |
| 30D | -2.5% | -4.4% | +1.9% | -1.3% |
| 3M | +15.3% | -8.3% | +23.6% | +18.0% |
| 6M | -7.8% | -8.1% | +0.2% | -6.1% |
| YTD | -27.9% | +4.4% | -32.4% | -29.7% |
| 1Y | -28.0% | +0.2% | -28.2% | -29.0% |
| 3Y | -55.3% | +42.6% | -97.9% | -61.6% |
| 5Y | -61.7% | +31.5% | -93.2% | -66.3% |
| All | +151.4% | +137.8% | +13.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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