+355.8%
CIEN vs RKT
-7.1%
+362.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | -9.0% | +24.2% | +17.2% |
| 30D | -22.0% | +30.2% | -52.2% | -26.5% |
| 3M | -36.6% | -8.8% | -27.8% | -36.1% |
| 6M | -51.5% | -0.9% | -50.5% | -52.5% |
| YTD | +20.0% | -29.2% | +49.1% | +24.7% |
| 1Y | +44.5% | -20.1% | +64.5% | +46.6% |
| 3Y | +539.0% | +81.3% | +457.7% | +386.6% |
| All | +355.8% | -7.1% | +362.9% | +290.9% |
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