+829.3%
ADBE vs ON
+199.0%
+630.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -7.0% |
| 7D | -8.6% | +2.4% | -11.0% | -9.1% |
| 30D | +2.8% | -3.3% | +6.1% | +3.3% |
| 3M | +3.1% | -43.6% | +46.7% | +13.8% |
| 6M | -2.4% | +19.0% | -21.4% | -11.5% |
| YTD | -23.9% | +37.4% | -61.2% | -33.7% |
| 1Y | -22.6% | +54.8% | -77.4% | -34.9% |
| 3Y | -52.7% | -25.2% | -27.5% | -55.5% |
| 5Y | -60.0% | +62.7% | -122.7% | -69.5% |
| 10Y | +157.3% | +574.3% | -417.0% | +31.7% |
| All | +829.3% | +199.0% | +630.3% | +290.1% |
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