+40.3%
CIEN vs DT
-4.5%
+44.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.6% |
| 7D | +27.4% | +2.7% | +24.6% | +27.5% |
| 30D | -26.6% | -30.4% | +3.8% | -29.1% |
| 3M | -32.0% | -9.4% | -22.6% | -30.7% |
| 6M | -49.1% | +14.5% | -63.6% | -45.3% |
| YTD | +25.7% | +3.6% | +22.1% | +44.0% |
| 1Y | +40.3% | -3.4% | +43.8% | +65.3% |
| All | +40.3% | -4.5% | +44.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling