+456.8%
CIEN vs DOCS
-36.0%
+492.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.4% |
| 7D | -15.2% | -1.4% | -13.8% | -15.1% |
| 30D | -21.5% | +21.8% | -43.3% | -23.4% |
| 3M | -40.1% | +27.3% | -67.4% | -41.9% |
| 6M | -6.6% | -0.3% | -6.2% | -7.7% |
| YTD | +37.3% | -40.5% | +77.7% | +43.6% |
| 1Y | +174.5% | -61.5% | +236.1% | +202.8% |
| 3Y | +562.3% | +8.2% | +554.1% | +532.1% |
| 5Y | +463.9% | -73.4% | +537.4% | +459.7% |
| All | +456.8% | -36.0% | +492.8% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling