+520.6%
CIEN vs ROK
+44.8%
+475.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | +5.4% | -1.6% | +7.0% | +6.3% |
| 30D | -13.7% | -5.4% | -8.2% | -10.7% |
| 3M | -23.0% | -4.0% | -19.1% | -21.4% |
| 6M | -0.8% | +13.3% | -14.2% | -7.8% |
| YTD | +43.1% | +9.3% | +33.7% | +35.1% |
| 1Y | +157.6% | +25.8% | +131.8% | +126.6% |
| 3Y | +593.8% | +49.1% | +544.7% | +437.2% |
| 5Y | +520.6% | +45.9% | +474.7% | +366.6% |
| All | +520.6% | +44.8% | +475.8% | +366.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling