+116.6%
CIEN vs ROK
+4,189.7%
-4,073.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.1% | -4.3% |
| 7D | +15.3% | +7.1% | +8.2% | +10.8% |
| 30D | -22.0% | -5.0% | -17.0% | -18.8% |
| 3M | -36.6% | -9.4% | -27.3% | -31.9% |
| 6M | -51.5% | -11.0% | -40.5% | -47.4% |
| YTD | +20.0% | +4.4% | +15.5% | +17.4% |
| 1Y | +44.5% | +7.4% | +37.0% | +39.3% |
| 3Y | +539.0% | +61.0% | +478.1% | +367.4% |
| 5Y | +356.8% | +30.4% | +326.5% | +266.6% |
| 10Y | +1,190.4% | +264.8% | +925.7% | +395.1% |
| All | +116.6% | +4,189.7% | -4,073.1% | -85.2% |
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