+448.9%
CIEN vs RKT
-12.8%
+461.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | +5.4% | -7.2% | +12.6% | +6.5% |
| 30D | -13.7% | -7.9% | -5.8% | -12.8% |
| 3M | -23.0% | +5.2% | -28.2% | -24.3% |
| 6M | -0.8% | -14.9% | +14.1% | +0.3% |
| YTD | +43.1% | -31.9% | +74.9% | +48.6% |
| 1Y | +157.6% | -36.9% | +194.5% | +169.6% |
| 3Y | +593.8% | +35.7% | +558.1% | +530.6% |
| 5Y | +520.6% | -9.7% | +530.3% | +462.1% |
| All | +448.9% | -12.8% | +461.7% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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