-54.9%
ADBE vs ON
-28.4%
-26.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -8.9% | -1.9% | -7.0% | -8.8% |
| 30D | -6.6% | -11.0% | +4.4% | -6.1% |
| 3M | +7.1% | -39.3% | +46.5% | +9.8% |
| 6M | -9.8% | +19.8% | -29.6% | -16.8% |
| YTD | -27.2% | +31.1% | -58.3% | -34.2% |
| 1Y | -28.0% | +46.0% | -74.0% | -36.4% |
| All | -54.9% | -28.4% | -26.4% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling