+350.0%
CIEN vs DOCU
-71.3%
+421.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -25.0% | -3.7% | -21.3% | -24.6% |
| 30D | -30.1% | +15.0% | -45.1% | -32.0% |
| 3M | -33.8% | +39.9% | -73.7% | -38.2% |
| 6M | -49.4% | +66.2% | -115.6% | -55.0% |
| YTD | +16.4% | +17.7% | -1.3% | +10.5% |
| 1Y | +48.9% | +13.7% | +35.2% | +42.3% |
| 3Y | +520.1% | +95.9% | +424.2% | +413.3% |
| All | +350.0% | -71.3% | +421.3% | +324.8% |
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