+176.6%
CIEN vs ROL
-38.8%
+215.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.4% |
| 7D | -4.6% | -3.3% | -1.3% | -5.8% |
| 30D | -12.8% | -7.2% | -5.6% | -15.1% |
| 3M | -23.1% | -27.0% | +3.9% | -30.0% |
| 6M | +6.1% | -39.5% | +45.6% | -5.9% |
| YTD | +44.5% | -41.8% | +86.3% | +29.7% |
| 1Y | +176.6% | -38.9% | +215.5% | +152.6% |
| All | +176.6% | -38.8% | +215.4% | +152.6% |
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