+665.2%
CIEN vs RBRK
+124.5%
+540.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +5.1% |
| 7D | +8.9% | -7.5% | +16.4% | +10.8% |
| 30D | -19.1% | -10.4% | -8.7% | -17.4% |
| 3M | -21.5% | +21.3% | -42.8% | -26.3% |
| 6M | +2.8% | +50.6% | -47.8% | -10.1% |
| YTD | +49.5% | +13.3% | +36.2% | +41.7% |
| 1Y | +163.8% | +11.2% | +152.6% | +149.7% |
| All | +665.2% | +124.5% | +540.7% | +502.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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