+527.7%
CIEN vs RGTI
+53.9%
+473.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.7% |
| 7D | -4.6% | +2.5% | -7.1% | -4.8% |
| 30D | -12.8% | -13.7% | +0.8% | -11.7% |
| 3M | -23.1% | -22.6% | -0.5% | -21.5% |
| 6M | +6.1% | -13.4% | +19.5% | +6.6% |
| YTD | +44.5% | -31.2% | +75.7% | +47.0% |
| 1Y | +176.6% | -7.6% | +184.3% | +173.4% |
| 3Y | +601.0% | +669.7% | -68.7% | +444.2% |
| 5Y | +509.1% | +57.0% | +452.1% | +416.7% |
| All | +527.7% | +53.9% | +473.7% | +417.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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