+147.9%
CIEN vs ROL
+4,660.1%
-4,512.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -15.2% | -1.4% | -13.7% | -14.5% |
| 30D | -21.5% | -4.1% | -17.4% | -19.9% |
| 3M | -40.1% | -22.5% | -17.6% | -32.2% |
| 6M | -6.6% | -37.7% | +31.1% | +18.8% |
| YTD | +37.3% | -39.6% | +76.8% | +76.1% |
| 1Y | +174.5% | -36.0% | +210.6% | +236.8% |
| 3Y | +562.3% | -5.1% | +567.4% | +519.8% |
| 5Y | +463.9% | -3.4% | +467.3% | +397.7% |
| 10Y | +1,302.4% | +215.2% | +1,087.1% | +430.2% |
| All | +147.9% | +4,660.1% | -4,512.3% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling