+128.6%
CIEN vs DAR
+526.7%
-398.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.7% | +8.2% |
| 7D | +8.7% | +3.6% | +5.1% | +8.4% |
| 30D | -26.9% | -11.3% | -15.6% | -25.7% |
| 3M | -23.6% | -13.1% | -10.5% | -22.3% |
| 6M | -49.1% | -15.1% | -34.0% | -48.1% |
| YTD | +26.6% | +50.5% | -23.9% | +20.5% |
| 1Y | +42.7% | +57.9% | -15.2% | +35.1% |
| 3Y | +570.8% | +28.9% | +541.9% | +541.2% |
| 5Y | +386.4% | -31.4% | +417.9% | +394.7% |
| 10Y | +1,261.7% | +301.0% | +960.7% | +1,022.8% |
| All | +128.6% | +526.7% | -398.1% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling