+339.6%
CIEN vs DOCN
+70.4%
+269.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -15.9% | +0.6% | -10.9% |
| 7D | -34.0% | -29.3% | -4.7% | -27.2% |
| 30D | -48.0% | -46.0% | -1.9% | -38.4% |
| 3M | -43.5% | -43.2% | -0.3% | -34.4% |
| 6M | -57.6% | -53.7% | -3.9% | -48.7% |
| YTD | -1.3% | +46.9% | -48.2% | -12.3% |
| 1Y | +17.9% | +54.3% | -36.5% | +3.6% |
| 3Y | +425.8% | +185.5% | +240.2% | +296.9% |
| 5Y | +281.5% | -31.1% | +312.6% | +205.3% |
| All | +339.6% | +70.4% | +269.2% | +249.5% |
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