+506.7%
CIEN vs DRI
+70.3%
+436.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.1% |
| 7D | -5.3% | -1.2% | -4.1% | -4.9% |
| 30D | -17.2% | -0.4% | -16.8% | -17.2% |
| 3M | -26.9% | +9.5% | -36.4% | -30.4% |
| 6M | +16.0% | +6.5% | +9.6% | +11.5% |
| YTD | +45.9% | +18.4% | +27.5% | +31.8% |
| 1Y | +186.8% | +4.2% | +182.6% | +174.6% |
| 3Y | +607.8% | +57.1% | +550.7% | +437.8% |
| 5Y | +506.7% | +70.4% | +436.3% | +319.3% |
| All | +506.7% | +70.3% | +436.4% | +319.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling