+181.6%
CSCO vs ONTO
+658.6%
-477.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | -0.6% |
| 7D | -0.7% | -1.0% | +0.4% | -0.5% |
| 30D | -10.1% | -2.9% | -7.2% | -10.2% |
| 3M | -15.7% | -2.5% | -13.2% | -16.9% |
| 6M | +36.3% | +28.2% | +8.1% | +26.7% |
| YTD | +43.8% | +69.8% | -25.9% | +26.6% |
| 1Y | +63.9% | +162.9% | -98.9% | +31.7% |
| 3Y | +104.4% | +95.9% | +8.4% | +58.5% |
| 5Y | +111.4% | +244.5% | -133.1% | +34.3% |
| All | +181.6% | +658.6% | -477.0% | +27.6% |
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