-25.9%
ADBE vs ON
+41.6%
-67.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +0.7% |
| 7D | -0.5% | -5.8% | +5.3% | -1.4% |
| 30D | +4.1% | -17.1% | +21.2% | +1.4% |
| 3M | -3.5% | -11.8% | +8.3% | -5.0% |
| 6M | -2.2% | -30.2% | +28.0% | -5.7% |
| YTD | -29.0% | +31.6% | -60.6% | -32.8% |
| 1Y | -25.9% | +47.6% | -73.5% | -32.2% |
| All | -25.9% | +41.6% | -67.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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