-59.8%
ADBE vs ON
+10.9%
-70.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.4% | +0.1% |
| 7D | -4.4% | +3.3% | -7.7% | -4.6% |
| 30D | -0.2% | -3.1% | +2.9% | -0.2% |
| 3M | -9.9% | -9.2% | -0.7% | -9.7% |
| 6M | -3.5% | -31.4% | +27.9% | -3.0% |
| YTD | -32.1% | +36.0% | -68.1% | -39.5% |
| 1Y | -28.7% | +52.0% | -80.7% | -37.9% |
| All | -59.8% | +10.9% | -70.7% | -65.3% |
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