+163.8%
CIEN vs DKS
-39.2%
+203.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.5% |
| 7D | +8.9% | -3.0% | +11.9% | +8.8% |
| 30D | -19.1% | -33.4% | +14.3% | -18.3% |
| 3M | -21.5% | -39.4% | +17.9% | -20.0% |
| 6M | +2.8% | -30.1% | +32.9% | +3.1% |
| YTD | +49.5% | -31.0% | +80.4% | +49.3% |
| 1Y | +163.8% | -40.2% | +204.0% | +173.7% |
| All | +163.8% | -39.2% | +203.0% | +173.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling