+463.8%
CIEN vs DOCN
+110.0%
+353.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.6% | -0.8% | +6.1% |
| 7D | +8.7% | +3.7% | +5.0% | +8.1% |
| 30D | -26.9% | -33.7% | +6.8% | -18.1% |
| 3M | -23.6% | -27.9% | +4.3% | -16.5% |
| 6M | -49.1% | -46.4% | -2.6% | -40.8% |
| YTD | +26.6% | +81.1% | -54.5% | +6.3% |
| 1Y | +42.7% | +74.3% | -31.6% | +21.1% |
| 3Y | +570.8% | +245.8% | +325.0% | +381.1% |
| 5Y | +386.4% | -23.7% | +410.2% | +268.4% |
| All | +463.8% | +110.0% | +353.8% | +324.0% |
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