+30.4%
CIEN vs DOCN
+58.0%
-27.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.4% |
| 7D | -9.3% | -12.1% | +2.8% | -4.3% |
| 30D | -39.5% | -41.0% | +1.5% | -26.7% |
| 3M | -29.8% | -38.7% | +8.9% | -16.7% |
| 6M | -50.4% | -51.5% | +1.1% | -38.4% |
| YTD | +16.3% | +65.3% | -48.9% | -15.7% |
| 1Y | +30.4% | +53.9% | -23.5% | -1.0% |
| All | +30.4% | +58.0% | -27.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling