+174.5%
CIEN vs DOCS
-60.9%
+235.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +0.8% |
| 7D | -15.2% | -1.4% | -13.8% | -15.3% |
| 30D | -21.5% | +21.8% | -43.3% | -19.7% |
| 3M | -40.1% | +27.3% | -67.4% | -38.1% |
| 6M | -6.6% | -0.3% | -6.2% | -3.4% |
| YTD | +37.3% | -40.5% | +77.7% | +47.3% |
| 1Y | +174.5% | -61.5% | +236.1% | +240.8% |
| All | +174.5% | -60.9% | +235.4% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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