+382.3%
CIEN vs RKT
-9.3%
+391.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | 0.0% |
| 7D | +27.4% | -7.5% | +34.9% | +28.6% |
| 30D | -26.6% | +26.6% | -53.2% | -29.3% |
| 3M | -32.0% | -2.4% | -29.5% | -32.2% |
| 6M | -49.1% | -7.4% | -41.7% | -49.3% |
| YTD | +25.7% | -29.2% | +54.9% | +29.1% |
| 1Y | +40.3% | -23.5% | +63.9% | +42.7% |
| 3Y | +566.2% | +73.9% | +492.3% | +483.4% |
| 5Y | +378.7% | -6.6% | +385.3% | +329.1% |
| All | +382.3% | -9.3% | +391.7% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling