+304.6%
CIEN vs DAL
+101.3%
+203.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.6% |
| 7D | -24.1% | +8.8% | -32.9% | -27.0% |
| 30D | -45.5% | +5.4% | -50.9% | -46.8% |
| 3M | -39.7% | -4.9% | -34.8% | -38.5% |
| 6M | -57.8% | +19.8% | -77.6% | -61.2% |
| YTD | +4.1% | +27.0% | -22.9% | -7.2% |
| 1Y | +20.8% | +52.5% | -31.6% | -0.1% |
| 3Y | +463.1% | +173.8% | +289.3% | +248.6% |
| All | +304.6% | +101.3% | +203.3% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling