+1,034.8%
CIEN vs DOC
+14.9%
+1,019.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.2% | -15.0% | -15.1% |
| 7D | -34.0% | +6.2% | -40.2% | -35.3% |
| 30D | -48.0% | +6.5% | -54.4% | -49.3% |
| 3M | -43.5% | -6.2% | -37.3% | -42.7% |
| 6M | -57.6% | +25.6% | -83.2% | -61.4% |
| YTD | -1.3% | +32.1% | -33.4% | -11.8% |
| 1Y | +17.9% | +20.3% | -2.4% | +8.7% |
| 3Y | +425.8% | +42.7% | +383.0% | +349.3% |
| 5Y | +281.5% | -22.2% | +303.7% | +295.9% |
| All | +1,034.8% | +14.9% | +1,019.9% | +931.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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