+705.7%
CIEN vs DAL
+368.9%
+336.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.8% |
| 7D | -24.1% | +8.8% | -32.9% | -26.2% |
| 30D | -45.5% | +5.4% | -50.9% | -46.4% |
| 3M | -39.7% | -4.9% | -34.8% | -38.9% |
| 6M | -57.8% | +19.8% | -77.6% | -60.2% |
| YTD | +4.1% | +27.0% | -22.9% | -3.8% |
| 1Y | +20.8% | +52.5% | -31.6% | +5.8% |
| 3Y | +463.1% | +173.8% | +289.3% | +307.7% |
| 5Y | +302.3% | +104.5% | +197.8% | +208.8% |
| 10Y | +1,164.4% | +129.7% | +1,034.6% | +741.5% |
| All | +705.7% | +368.9% | +336.7% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling