+1,460.5%
CIEN vs DAR
+364.6%
+1,095.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -4.6% | -0.2% | -4.4% | -4.4% |
| 30D | -12.8% | +7.4% | -20.3% | -14.7% |
| 3M | -23.1% | +15.7% | -38.7% | -26.6% |
| 6M | +6.1% | +30.0% | -23.9% | -2.2% |
| YTD | +44.5% | +87.5% | -43.0% | +19.6% |
| 1Y | +176.6% | +113.4% | +63.2% | +119.5% |
| 3Y | +601.0% | +15.3% | +585.7% | +540.5% |
| 5Y | +509.1% | -4.3% | +513.4% | +468.5% |
| 10Y | +1,460.5% | +380.2% | +1,080.3% | +643.5% |
| All | +1,460.5% | +364.6% | +1,095.9% | +643.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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