+3,602.7%
ADBE vs DVA
+5,081.6%
-1,478.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.2% |
| 7D | -10.1% | +2.2% | -12.3% | -10.4% |
| 30D | -3.0% | -2.0% | -1.0% | -2.7% |
| 3M | +5.0% | -6.3% | +11.3% | +5.6% |
| 6M | -9.3% | +19.4% | -28.7% | -12.7% |
| YTD | -26.5% | +58.5% | -85.0% | -32.8% |
| 1Y | -28.3% | +33.9% | -62.1% | -32.7% |
| 3Y | -54.1% | +88.4% | -142.5% | -59.9% |
| 5Y | -61.2% | +39.5% | -100.7% | -65.3% |
| 10Y | +152.5% | +179.5% | -27.0% | +98.0% |
| All | +3,602.7% | +5,081.6% | -1,478.9% | +1,726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling