-22.6%
ADBE vs DVA
+35.1%
-57.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.6% |
| 7D | -8.6% | +1.8% | -10.4% | -8.5% |
| 30D | +2.8% | -2.5% | +5.3% | +2.6% |
| 3M | +3.1% | -4.3% | +7.4% | +3.6% |
| 6M | -2.4% | +18.9% | -21.3% | 0.0% |
| YTD | -23.9% | +61.9% | -85.8% | -19.2% |
| 1Y | -22.6% | +35.7% | -58.3% | -17.7% |
| All | -22.6% | +35.1% | -57.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling