+509.1%
CIEN vs DKS
+15.5%
+493.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -4.6% | -2.9% | -1.7% | -4.0% |
| 30D | -12.8% | -37.7% | +24.9% | -2.6% |
| 3M | -23.1% | -38.9% | +15.9% | -14.3% |
| 6M | +6.1% | -31.1% | +37.2% | +13.4% |
| YTD | +44.5% | -31.8% | +76.3% | +54.0% |
| 1Y | +176.6% | -38.0% | +214.7% | +202.6% |
| 3Y | +601.0% | +28.6% | +572.3% | +504.1% |
| 5Y | +509.1% | +12.5% | +496.6% | +383.3% |
| All | +509.1% | +15.5% | +493.6% | +383.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling