+1,500.5%
CIEN vs DKS
+203.5%
+1,297.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.2% |
| 7D | +8.9% | -3.0% | +11.9% | +9.5% |
| 30D | -19.1% | -33.4% | +14.3% | -12.8% |
| 3M | -21.5% | -39.4% | +17.9% | -14.0% |
| 6M | +2.8% | -30.1% | +32.9% | +8.6% |
| YTD | +49.5% | -31.0% | +80.4% | +57.6% |
| 1Y | +163.8% | -40.2% | +204.0% | +187.4% |
| 3Y | +615.8% | +30.9% | +584.9% | +542.0% |
| 5Y | +548.4% | +14.0% | +534.4% | +472.3% |
| All | +1,500.5% | +203.5% | +1,297.0% | +1,000.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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