+546.8%
ON vs CIEN
+1,220.1%
-673.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +17.0% | +27.4% | -10.4% | +5.0% |
| 30D | -3.9% | -26.6% | +22.7% | +8.9% |
| 3M | -11.5% | -32.0% | +20.4% | +1.5% |
| 6M | -29.2% | -49.1% | +19.9% | -8.8% |
| YTD | +36.2% | +25.7% | +10.5% | +11.4% |
| 1Y | +49.6% | +40.3% | +9.3% | +14.4% |
| 3Y | +9.4% | +566.2% | -556.8% | -65.5% |
| 5Y | +25.8% | +378.7% | -352.9% | -53.6% |
| All | +546.8% | +1,220.1% | -673.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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