+20.8%
CIEN vs DOCS
-49.1%
+70.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.2% |
| 7D | -24.1% | -0.8% | -23.3% | -24.1% |
| 30D | -45.5% | +17.4% | -62.9% | -44.0% |
| 3M | -39.7% | +57.4% | -97.1% | -35.1% |
| 6M | -57.8% | +26.5% | -84.3% | -55.0% |
| YTD | +4.1% | -26.6% | +30.7% | +10.3% |
| 1Y | +20.8% | -48.1% | +68.9% | +27.9% |
| All | +20.8% | -49.1% | +70.0% | +27.9% |
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