+20.8%
CIEN vs DAL
+52.2%
-31.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.5% |
| 7D | -24.1% | +8.8% | -32.9% | -27.1% |
| 30D | -45.5% | +5.4% | -50.9% | -46.7% |
| 3M | -39.7% | -4.9% | -34.8% | -38.4% |
| 6M | -57.8% | +19.8% | -77.6% | -60.9% |
| YTD | +4.1% | +27.0% | -22.9% | -9.4% |
| 1Y | +20.8% | +52.5% | -31.6% | -1.4% |
| All | +20.8% | +52.2% | -31.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 1y: compounded portfolio wealth divided by compounded DAL 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…
1y analysis · Full analysis span regression · 6 months rolling