+44.5%
CIEN vs DLR
+13.8%
+30.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -2.4% |
| 7D | +15.3% | +3.3% | +11.9% | +11.3% |
| 30D | -22.0% | +4.6% | -26.6% | -24.6% |
| 3M | -36.6% | -8.3% | -28.4% | -30.0% |
| 6M | -51.5% | -5.6% | -45.8% | -46.8% |
| YTD | +20.0% | +18.7% | +1.2% | +1.1% |
| 1Y | +44.5% | +17.1% | +27.4% | +22.4% |
| All | +44.5% | +13.8% | +30.6% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling