+1,756.6%
CIEN vs DLR
+3,595.7%
-1,839.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | +1.6% | -16.8% | -16.0% |
| 30D | -21.5% | -3.4% | -18.1% | -20.0% |
| 3M | -40.1% | +0.5% | -40.6% | -40.5% |
| 6M | -6.6% | +4.6% | -11.1% | -8.5% |
| YTD | +37.3% | +23.4% | +13.8% | +23.7% |
| 1Y | +174.5% | +19.0% | +155.5% | +152.2% |
| 3Y | +562.3% | +56.5% | +505.7% | +432.4% |
| 5Y | +463.9% | +33.3% | +430.6% | +375.0% |
| 10Y | +1,302.4% | +165.1% | +1,137.2% | +676.8% |
| All | +1,756.6% | +3,595.7% | -1,839.1% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling