+300.4%
CIEN vs DOCS
-19.4%
+319.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.3% | -10.9% | -14.8% |
| 7D | -34.0% | -1.3% | -32.6% | -33.9% |
| 30D | -48.0% | +19.4% | -67.4% | -48.8% |
| 3M | -43.5% | +53.4% | -96.9% | -46.1% |
| 6M | -57.6% | +28.8% | -86.4% | -59.1% |
| YTD | -1.3% | -25.1% | +23.8% | +1.0% |
| 1Y | +17.9% | -48.1% | +66.0% | +26.1% |
| 3Y | +425.8% | +51.4% | +374.4% | +385.3% |
| 5Y | +281.5% | -51.1% | +332.6% | +269.5% |
| All | +300.4% | -19.4% | +319.8% | +291.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling