+1,460.5%
CIEN vs DRI
+348.4%
+1,112.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | -4.6% | -4.8% | +0.3% | -3.2% |
| 30D | -12.8% | -3.9% | -8.9% | -11.9% |
| 3M | -23.1% | +5.1% | -28.1% | -24.6% |
| 6M | +6.1% | +5.5% | +0.6% | +3.6% |
| YTD | +44.5% | +16.5% | +28.1% | +36.1% |
| 1Y | +176.6% | +2.0% | +174.6% | +170.5% |
| 3Y | +601.0% | +54.5% | +546.5% | +501.6% |
| 5Y | +509.1% | +66.6% | +442.5% | +407.6% |
| 10Y | +1,460.5% | +353.6% | +1,106.9% | +885.0% |
| All | +1,460.5% | +348.4% | +1,112.0% | +885.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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