+148.0%
ADBE vs ON
+596.1%
-448.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.1% |
| 7D | -12.9% | -4.7% | -8.2% | -11.9% |
| 30D | -5.6% | -13.5% | +7.8% | -2.4% |
| 3M | +6.6% | -36.3% | +42.9% | +15.4% |
| 6M | -9.6% | +17.8% | -27.3% | -20.6% |
| YTD | -28.9% | +29.6% | -58.5% | -40.0% |
| 1Y | -28.9% | +45.8% | -74.7% | -42.7% |
| 3Y | -55.6% | -28.3% | -27.3% | -58.7% |
| 5Y | -62.2% | +49.6% | -111.9% | -73.8% |
| All | +148.0% | +596.1% | -448.1% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling