+529.9%
CIEN vs DOCS
+57.4%
+472.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.3% | -15.6% | -9.6% |
| 7D | -25.0% | +1.2% | -26.3% | -25.1% |
| 30D | -30.1% | +21.3% | -51.4% | -30.8% |
| 3M | -33.8% | +58.4% | -92.2% | -35.8% |
| 6M | -49.4% | +39.3% | -88.7% | -50.7% |
| YTD | +16.4% | -21.7% | +38.1% | +21.7% |
| 1Y | +48.9% | -47.3% | +96.2% | +64.5% |
| All | +529.9% | +57.4% | +472.5% | +513.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling