+304.6%
CIEN vs ROL
+13.1%
+291.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.5% | +5.5% |
| 7D | -24.1% | +9.5% | -33.6% | -24.5% |
| 30D | -45.5% | +22.9% | -68.4% | -46.3% |
| 3M | -39.7% | +3.5% | -43.3% | -39.7% |
| 6M | -57.8% | -29.4% | -28.4% | -55.3% |
| YTD | +4.1% | -36.1% | +40.1% | +12.0% |
| 1Y | +20.8% | -34.4% | +55.2% | +29.1% |
| 3Y | +463.1% | +4.0% | +459.1% | +418.4% |
| All | +304.6% | +13.1% | +291.5% | +249.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling