+209.9%
ON vs CIEN
-33.3%
+243.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +2.4% | -15.2% | +17.6% | +8.1% |
| 30D | -3.3% | -21.5% | +18.2% | +4.3% |
| 3M | -43.6% | -40.1% | -3.5% | -33.2% |
| 6M | +19.0% | -6.6% | +25.5% | +18.6% |
| YTD | +37.4% | +37.3% | +0.1% | +18.1% |
| 1Y | +54.8% | +174.5% | -119.8% | +3.5% |
| 3Y | -25.2% | +562.3% | -587.4% | -65.0% |
| 5Y | +62.7% | +463.9% | -401.2% | -19.8% |
| 10Y | +574.3% | +1,302.4% | -728.0% | +137.5% |
| All | +209.9% | -33.3% | +243.2% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling