+21,346.7%
ADBE vs DTE
+3,490.3%
+17,856.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -8.9% | 0.0% | -8.9% | -8.9% |
| 30D | -6.6% | -0.5% | -6.1% | -6.5% |
| 3M | +7.1% | -6.0% | +13.2% | +9.8% |
| 6M | -9.8% | -7.2% | -2.6% | -7.7% |
| YTD | -27.2% | +7.2% | -34.3% | -30.3% |
| 1Y | -28.0% | +4.1% | -32.1% | -30.4% |
| 3Y | -54.5% | +46.9% | -101.4% | -63.2% |
| 5Y | -61.5% | +32.9% | -94.4% | -67.7% |
| 10Y | +156.4% | +144.5% | +12.0% | +51.3% |
| All | +21,346.7% | +3,490.3% | +17,856.5% | +3,348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling