+1,500.5%
CIEN vs ROST
+317.9%
+1,182.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.1% | +3.6% |
| 7D | +8.9% | +0.2% | +8.7% | +8.8% |
| 30D | -19.1% | -6.9% | -12.2% | -17.1% |
| 3M | -21.5% | -3.3% | -18.2% | -21.3% |
| 6M | +2.8% | +9.0% | -6.2% | -1.8% |
| YTD | +49.5% | +28.9% | +20.6% | +33.6% |
| 1Y | +163.8% | +54.0% | +109.8% | +119.8% |
| 3Y | +615.8% | +100.7% | +515.1% | +440.4% |
| 5Y | +548.4% | +116.0% | +432.3% | +362.9% |
| All | +1,500.5% | +317.9% | +1,182.6% | +788.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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