+625.2%
CIEN vs ONTO
+449.2%
+176.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +12.0% | -1.3% | +5.4% |
| 7D | -5.3% | +1.4% | -6.7% | -5.4% |
| 30D | -40.1% | -34.1% | -6.0% | -27.7% |
| 3M | -34.7% | -37.1% | +2.4% | -19.7% |
| 6M | -50.9% | -31.8% | -19.0% | -42.3% |
| YTD | +15.2% | +22.9% | -7.8% | +8.6% |
| 1Y | +35.2% | +39.5% | -4.3% | +21.6% |
| 3Y | +522.6% | +57.7% | +464.9% | +392.2% |
| 5Y | +344.2% | +115.8% | +228.4% | +191.5% |
| All | +625.2% | +449.2% | +176.0% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling