+30.4%
CIEN vs RL
+22.6%
+7.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | -9.3% | +1.3% | -10.6% | -9.4% |
| 30D | -39.5% | +7.6% | -47.1% | -40.8% |
| 3M | -29.8% | -1.5% | -28.3% | -29.1% |
| 6M | -50.4% | +12.1% | -62.4% | -53.3% |
| YTD | +16.3% | +13.9% | +2.4% | +4.7% |
| 1Y | +30.4% | +20.7% | +9.7% | +13.1% |
| All | +30.4% | +22.6% | +7.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling