+511.3%
CIEN vs DOCN
+171.0%
+340.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.4% |
| 7D | -15.2% | +1.1% | -16.3% | -15.5% |
| 30D | -21.5% | -9.6% | -11.8% | -19.6% |
| 3M | -40.1% | -37.7% | -2.4% | -33.2% |
| 6M | -6.6% | +115.2% | -121.8% | -24.9% |
| YTD | +37.3% | +133.7% | -96.5% | +7.5% |
| 1Y | +174.5% | +250.2% | -75.6% | +95.4% |
| 3Y | +562.3% | +320.3% | +242.0% | +344.8% |
| 5Y | +463.9% | +53.1% | +410.8% | +297.4% |
| All | +511.3% | +171.0% | +340.3% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling