+1,096.6%
CIEN vs DOC
+15.7%
+1,080.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | -24.1% | +6.5% | -30.6% | -25.7% |
| 30D | -45.5% | +9.2% | -54.6% | -47.2% |
| 3M | -39.7% | -2.5% | -37.2% | -39.6% |
| 6M | -57.8% | +7.1% | -64.9% | -59.3% |
| YTD | +4.1% | +33.0% | -28.9% | -7.1% |
| 1Y | +20.8% | +23.3% | -2.5% | +10.5% |
| 3Y | +463.1% | +44.9% | +418.2% | +378.9% |
| 5Y | +302.3% | -21.6% | +323.9% | +316.7% |
| All | +1,096.6% | +15.7% | +1,080.9% | +985.1% |
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