+810.1%
CIEN vs ONTO
+688.0%
+122.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -4.6% | +9.4% | -13.9% | -8.0% |
| 30D | -12.8% | -4.4% | -8.4% | -11.1% |
| 3M | -23.1% | +1.6% | -24.7% | -24.4% |
| 6M | +6.1% | +45.3% | -39.1% | -8.6% |
| YTD | +44.5% | +76.4% | -31.8% | +15.8% |
| 1Y | +176.6% | +167.2% | +9.5% | +89.6% |
| 3Y | +601.0% | +116.6% | +484.4% | +376.1% |
| 5Y | +509.1% | +263.7% | +245.4% | +219.2% |
| All | +810.1% | +688.0% | +122.1% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling