-62.2%
ADBE vs DVA
+40.8%
-103.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.3% |
| 7D | -12.9% | -0.2% | -12.7% | -12.9% |
| 30D | -5.6% | +1.7% | -7.3% | -5.8% |
| 3M | +6.6% | -8.7% | +15.3% | +7.2% |
| 6M | -9.6% | +19.7% | -29.2% | -11.3% |
| YTD | -28.9% | +59.6% | -88.5% | -32.5% |
| 1Y | -28.9% | +37.1% | -66.0% | -31.3% |
| 3Y | -55.6% | +89.8% | -145.4% | -59.3% |
| 5Y | -62.2% | +47.4% | -109.6% | -66.0% |
| All | -62.2% | +40.8% | -103.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling