+147.9%
CIEN vs ROK
+4,523.9%
-4,376.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | -15.2% | +0.7% | -15.9% | -15.6% |
| 30D | -21.5% | -3.3% | -18.2% | -19.8% |
| 3M | -40.1% | -5.9% | -34.2% | -38.0% |
| 6M | -6.6% | +13.9% | -20.4% | -13.6% |
| YTD | +37.3% | +12.6% | +24.7% | +27.0% |
| 1Y | +174.5% | +28.6% | +146.0% | +135.4% |
| 3Y | +562.3% | +45.1% | +517.2% | +409.2% |
| 5Y | +463.9% | +45.6% | +418.4% | +318.4% |
| 10Y | +1,302.4% | +345.0% | +957.3% | +368.4% |
| All | +147.9% | +4,523.9% | -4,376.0% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling