+477.0%
CIEN vs DOCU
-78.0%
+555.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.4% |
| 7D | -15.2% | +6.9% | -22.1% | -16.2% |
| 30D | -21.5% | +19.0% | -40.5% | -24.2% |
| 3M | -40.1% | +34.3% | -74.4% | -44.0% |
| 6M | -6.6% | +48.0% | -54.6% | -15.7% |
| YTD | +37.3% | 0.0% | +37.2% | +34.8% |
| 1Y | +174.5% | -10.3% | +184.8% | +174.9% |
| 3Y | +562.3% | +32.4% | +529.9% | +494.5% |
| All | +477.0% | -78.0% | +555.0% | +491.1% |
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