+347.1%
CIEN vs DOCU
-69.8%
+416.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -9.3% | -3.4% | -6.0% | -8.8% |
| 30D | -39.5% | +9.3% | -48.8% | -40.5% |
| 3M | -29.8% | +30.2% | -60.0% | -33.6% |
| 6M | -50.4% | +62.1% | -112.5% | -55.6% |
| YTD | +16.3% | +13.5% | +2.8% | +11.2% |
| 1Y | +30.4% | +11.5% | +18.9% | +24.9% |
| 3Y | +516.6% | +89.5% | +427.1% | +413.0% |
| All | +347.1% | -69.8% | +416.9% | +320.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling