+426.7%
CIEN vs RKT
-7.0%
+433.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -15.2% | +2.1% | -17.3% | -15.5% |
| 30D | -21.5% | +1.4% | -22.9% | -21.8% |
| 3M | -40.1% | +6.3% | -46.3% | -41.1% |
| 6M | -6.6% | -15.5% | +8.9% | -5.3% |
| YTD | +37.3% | -27.4% | +64.6% | +41.4% |
| 1Y | +174.5% | -26.6% | +201.1% | +181.6% |
| 3Y | +562.3% | +41.2% | +521.0% | +498.6% |
| 5Y | +463.9% | -6.4% | +470.4% | +407.2% |
| All | +426.7% | -7.0% | +433.7% | +345.5% |
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