+174.5%
CIEN vs ROL
-35.4%
+209.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.3% |
| 7D | -15.2% | -1.4% | -13.7% | -15.6% |
| 30D | -21.5% | -4.1% | -17.4% | -22.5% |
| 3M | -40.1% | -22.5% | -17.6% | -44.3% |
| 6M | -6.6% | -37.7% | +31.1% | -15.8% |
| YTD | +37.3% | -39.6% | +76.8% | +25.2% |
| 1Y | +174.5% | -36.0% | +210.6% | +155.3% |
| All | +174.5% | -35.4% | +209.9% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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