+281.5%
CIEN vs DOCN
-34.6%
+316.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -15.9% | +0.6% | -10.5% |
| 7D | -34.0% | -29.3% | -4.7% | -26.6% |
| 30D | -48.0% | -46.0% | -1.9% | -37.5% |
| 3M | -43.5% | -43.2% | -0.3% | -33.6% |
| 6M | -57.6% | -53.7% | -3.9% | -47.9% |
| YTD | -1.3% | +46.9% | -48.2% | -14.0% |
| 1Y | +17.9% | +54.3% | -36.5% | +1.5% |
| 3Y | +425.8% | +185.5% | +240.2% | +279.2% |
| 5Y | +281.5% | -31.1% | +312.6% | +196.3% |
| All | +281.5% | -34.6% | +316.1% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling