+345.2%
CIEN vs DLR
+36.3%
+308.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.4% | +7.3% | +8.4% |
| 7D | -5.3% | +2.4% | -7.6% | -6.2% |
| 30D | -40.1% | +0.7% | -40.9% | -39.9% |
| 3M | -34.7% | -6.4% | -28.3% | -30.9% |
| 6M | -50.9% | -6.5% | -44.3% | -48.3% |
| YTD | +15.2% | +18.8% | -3.6% | +6.3% |
| 1Y | +35.2% | +9.0% | +26.1% | +31.0% |
| 3Y | +522.6% | +54.5% | +468.1% | +417.5% |
| All | +345.2% | +36.3% | +308.9% | +297.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling