+1,460.5%
CIEN vs DLR
+168.0%
+1,292.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.6% | +2.9% | -7.5% | -6.0% |
| 30D | -12.8% | -1.2% | -11.7% | -12.2% |
| 3M | -23.1% | +2.9% | -26.0% | -24.4% |
| 6M | +6.1% | +6.7% | -0.6% | +3.0% |
| YTD | +44.5% | +23.9% | +20.7% | +31.1% |
| 1Y | +176.6% | +18.6% | +158.0% | +156.3% |
| 3Y | +601.0% | +59.7% | +541.3% | +478.6% |
| 5Y | +509.1% | +42.1% | +467.1% | +413.8% |
| 10Y | +1,460.5% | +176.7% | +1,283.8% | +877.6% |
| All | +1,460.5% | +168.0% | +1,292.5% | +877.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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