+747.6%
ADBE vs ON
+185.7%
+562.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.7% |
| 7D | +1.6% | +12.2% | -10.7% | -1.2% |
| 30D | +1.0% | -3.1% | +4.1% | +1.0% |
| 3M | -10.1% | -12.9% | +2.7% | -8.6% |
| 6M | +3.0% | -38.6% | +41.6% | +9.3% |
| YTD | -30.5% | +31.2% | -61.8% | -39.6% |
| 1Y | -27.1% | +47.6% | -74.8% | -38.6% |
| 3Y | -58.8% | +6.6% | -65.4% | -64.6% |
| 5Y | -63.0% | +21.3% | -84.3% | -70.1% |
| 10Y | +134.5% | +533.3% | -398.9% | +20.2% |
| All | +747.6% | +185.7% | +562.0% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling