+157.6%
CIEN vs ROK
+24.9%
+132.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | +5.4% | -1.6% | +7.0% | +6.7% |
| 30D | -13.7% | -5.4% | -8.2% | -9.7% |
| 3M | -23.0% | -4.0% | -19.1% | -21.2% |
| 6M | -0.8% | +13.3% | -14.2% | -12.0% |
| YTD | +43.1% | +9.3% | +33.7% | +25.5% |
| 1Y | +157.6% | +25.8% | +131.8% | +98.6% |
| All | +157.6% | +24.9% | +132.7% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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