-61.5%
ADBE vs ON
+57.7%
-119.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -8.9% | -1.9% | -7.0% | -8.6% |
| 30D | -6.6% | -11.0% | +4.4% | -4.7% |
| 3M | +7.1% | -39.3% | +46.5% | +15.5% |
| 6M | -9.8% | +19.8% | -29.6% | -21.0% |
| YTD | -27.2% | +31.1% | -58.3% | -38.5% |
| 1Y | -28.0% | +46.0% | -74.0% | -41.7% |
| 3Y | -54.5% | -27.5% | -27.0% | -57.0% |
| 5Y | -61.5% | +56.9% | -118.4% | -72.9% |
| All | -61.5% | +57.7% | -119.2% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling