+935.5%
CIEN vs DOCU
+104.6%
+830.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | -5.3% | -4.8% | -0.5% | -4.4% |
| 30D | -40.1% | +9.4% | -49.5% | -41.2% |
| 3M | -34.7% | +29.0% | -63.7% | -38.3% |
| 6M | -50.9% | +62.3% | -113.2% | -56.2% |
| YTD | +15.2% | +13.7% | +1.5% | +9.1% |
| 1Y | +35.2% | +11.5% | +23.6% | +28.4% |
| 3Y | +522.6% | +94.2% | +428.4% | +413.1% |
| 5Y | +344.2% | -71.7% | +416.0% | +380.5% |
| All | +935.5% | +104.6% | +830.9% | +536.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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