+363.5%
CIEN vs DOCN
+74.7%
+288.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +2.9% | +4.8% |
| 7D | -24.1% | -19.2% | -5.0% | -19.3% |
| 30D | -45.5% | -43.1% | -2.4% | -36.3% |
| 3M | -39.7% | -40.7% | +1.0% | -30.7% |
| 6M | -57.8% | -55.0% | -2.8% | -48.7% |
| YTD | +4.1% | +50.6% | -46.6% | -8.2% |
| 1Y | +20.8% | +54.0% | -33.1% | +6.1% |
| 3Y | +463.1% | +203.9% | +259.2% | +319.8% |
| 5Y | +302.3% | -29.4% | +331.7% | +219.9% |
| All | +363.5% | +74.7% | +288.9% | +266.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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