+459.9%
CIEN vs DOCN
+117.0%
+342.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -1.6% |
| 7D | +27.4% | +27.4% | 0.0% | +19.4% |
| 30D | -26.6% | -29.7% | +3.2% | -19.0% |
| 3M | -32.0% | -32.5% | +0.5% | -24.6% |
| 6M | -49.1% | -42.2% | -6.9% | -42.0% |
| YTD | +25.7% | +87.2% | -61.5% | +4.6% |
| 1Y | +40.3% | +86.2% | -45.9% | +17.1% |
| 3Y | +566.2% | +257.4% | +308.8% | +373.3% |
| 5Y | +378.7% | -27.4% | +406.1% | +259.5% |
| All | +459.9% | +117.0% | +342.8% | +317.2% |
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