+1,522.6%
CIEN vs DLR
+3,455.1%
-1,932.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.6% |
| 7D | +15.3% | +3.3% | +11.9% | +13.5% |
| 30D | -22.0% | +4.6% | -26.6% | -23.3% |
| 3M | -36.6% | -8.3% | -28.4% | -33.0% |
| 6M | -51.5% | -5.6% | -45.8% | -49.6% |
| YTD | +20.0% | +18.7% | +1.2% | +11.6% |
| 1Y | +44.5% | +17.1% | +27.4% | +35.6% |
| 3Y | +539.0% | +54.4% | +484.7% | +425.5% |
| 5Y | +356.8% | +36.5% | +320.4% | +286.6% |
| 10Y | +1,190.4% | +187.7% | +1,002.7% | +595.6% |
| All | +1,522.6% | +3,455.1% | -1,932.5% | +243.4% |
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 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