+787.4%
CIEN vs DOCU
+107.7%
+679.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.3% | -14.9% |
| 7D | -34.0% | -3.2% | -30.7% | -33.5% |
| 30D | -48.0% | +15.7% | -63.7% | -49.5% |
| 3M | -43.5% | +37.3% | -80.8% | -47.3% |
| 6M | -57.6% | +63.1% | -120.8% | -62.3% |
| YTD | -1.3% | +15.4% | -16.7% | -6.7% |
| 1Y | +17.9% | +11.3% | +6.6% | +12.1% |
| 3Y | +425.8% | +92.1% | +333.7% | +334.5% |
| 5Y | +281.5% | -70.5% | +352.0% | +309.2% |
| All | +787.4% | +107.7% | +679.7% | +443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling