+506.7%
CIEN vs RKT
-8.7%
+515.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | -5.3% | +6.0% | -11.3% | -6.6% |
| 30D | -17.2% | +0.7% | -17.9% | -17.6% |
| 3M | -26.9% | +11.8% | -38.7% | -29.6% |
| 6M | +16.0% | -7.6% | +23.6% | +16.0% |
| YTD | +45.9% | -28.7% | +74.6% | +52.7% |
| 1Y | +186.8% | -32.6% | +219.4% | +202.1% |
| 3Y | +607.8% | +42.1% | +565.7% | +482.6% |
| 5Y | +506.7% | -7.2% | +513.9% | +422.6% |
| All | +506.7% | -8.7% | +515.4% | +422.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling