+30.4%
CIEN vs ROL
-32.9%
+63.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +0.6% |
| 7D | -9.3% | +2.9% | -12.2% | -7.8% |
| 30D | -39.5% | +20.1% | -59.6% | -33.2% |
| 3M | -29.8% | +3.2% | -33.0% | -27.2% |
| 6M | -50.4% | -28.0% | -22.3% | -51.3% |
| YTD | +16.3% | -35.3% | +51.6% | +14.7% |
| 1Y | +30.4% | -33.6% | +64.0% | +27.5% |
| All | +30.4% | -32.9% | +63.3% | +27.5% |
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