+731.8%
ADBE vs ON
+196.4%
+535.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -3.2% | +17.0% | -20.2% | -6.7% |
| 30D | +1.0% | -3.9% | +4.8% | +1.1% |
| 3M | -7.8% | -11.5% | +3.7% | -6.6% |
| 6M | -1.0% | -29.2% | +28.2% | +1.5% |
| YTD | -31.8% | +36.2% | -68.0% | -41.2% |
| 1Y | -29.2% | +49.6% | -78.9% | -40.5% |
| 3Y | -60.1% | +9.4% | -69.5% | -65.8% |
| 5Y | -63.7% | +25.8% | -89.5% | -70.9% |
| 10Y | +130.1% | +557.1% | -427.1% | +17.1% |
| All | +731.8% | +196.4% | +535.4% | +245.6% |
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