+1,184.7%
CIEN vs ROL
+209.5%
+975.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.2% |
| 7D | -9.3% | +2.9% | -12.2% | -10.0% |
| 30D | -39.5% | +20.1% | -59.6% | -42.6% |
| 3M | -29.8% | +3.2% | -33.0% | -30.9% |
| 6M | -50.4% | -28.0% | -22.3% | -46.0% |
| YTD | +16.3% | -35.3% | +51.6% | +30.2% |
| 1Y | +30.4% | -33.6% | +64.0% | +44.5% |
| 3Y | +516.6% | +3.8% | +512.8% | +464.7% |
| 5Y | +349.8% | +14.4% | +335.4% | +285.4% |
| 10Y | +1,184.7% | +213.1% | +971.6% | +470.8% |
| All | +1,184.7% | +209.5% | +975.2% | +470.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling