+96.9%
CSCO vs ONTO
+112.9%
-16.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.0% | -6.9% | +3.2% |
| 7D | -2.9% | +1.4% | -4.3% | -3.4% |
| 30D | -16.7% | -34.1% | +17.4% | -11.5% |
| 3M | -18.4% | -37.1% | +18.6% | -13.3% |
| 6M | +2.9% | -31.8% | +34.8% | +6.7% |
| YTD | +30.4% | +22.9% | +7.5% | +22.8% |
| 1Y | +41.4% | +39.5% | +1.9% | +30.5% |
| 3Y | +104.7% | +57.7% | +47.0% | +69.2% |
| 5Y | +96.9% | +115.8% | -18.9% | +41.1% |
| All | +96.9% | +112.9% | -16.0% | +41.1% |
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