+457.7%
CIEN vs ROIV
+287.3%
+170.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +9.9% |
| 7D | -5.3% | +13.3% | -18.6% | -7.2% |
| 30D | -40.1% | +14.8% | -54.9% | -41.4% |
| 3M | -34.7% | +11.9% | -46.6% | -36.0% |
| 6M | -50.9% | +42.4% | -93.3% | -53.6% |
| YTD | +15.2% | +87.4% | -72.3% | +4.3% |
| 1Y | +35.2% | +97.2% | -62.1% | +21.6% |
| 3Y | +522.6% | +375.7% | +146.9% | +403.0% |
| 5Y | +344.2% | +379.0% | -34.8% | +224.9% |
| All | +457.7% | +287.3% | +170.4% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling