+349.8%
CIEN vs ONTO
+122.9%
+226.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | -9.3% | -2.4% | -6.9% | -8.0% |
| 30D | -39.5% | -32.9% | -6.6% | -26.9% |
| 3M | -29.8% | -32.2% | +2.4% | -15.8% |
| 6M | -50.4% | -30.6% | -19.7% | -41.8% |
| YTD | +16.3% | +25.1% | -8.8% | +9.0% |
| 1Y | +30.4% | +40.0% | -9.7% | +17.1% |
| 3Y | +516.6% | +45.7% | +470.9% | +404.0% |
| 5Y | +349.8% | +128.8% | +221.0% | +199.9% |
| All | +349.8% | +122.9% | +226.9% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling