-28.0%
ADBE vs ON
+57.2%
-85.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.5% | -7.1% | +2.3% |
| 7D | -5.4% | +2.4% | -7.7% | -5.1% |
| 30D | -2.5% | -8.6% | +6.1% | -3.6% |
| 3M | +15.3% | -34.3% | +49.6% | +12.0% |
| 6M | -7.8% | +28.5% | -36.4% | -13.5% |
| YTD | -27.9% | +40.6% | -68.5% | -33.8% |
| 1Y | -28.0% | +55.3% | -83.4% | -35.5% |
| All | -28.0% | +57.2% | -85.2% | -35.5% |
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