+489.1%
DDOG vs CIEN
+760.3%
-271.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.7% |
| 7D | +3.9% | +8.9% | -5.0% | +0.9% |
| 30D | -8.2% | -19.1% | +10.9% | -2.3% |
| 3M | -5.6% | -21.5% | +15.9% | -0.6% |
| 6M | +73.5% | +2.8% | +70.7% | +55.3% |
| YTD | +62.7% | +49.5% | +13.2% | +20.7% |
| 1Y | +59.0% | +163.8% | -104.8% | -9.3% |
| 3Y | +117.1% | +615.8% | -498.7% | -29.9% |
| 5Y | +61.3% | +548.4% | -487.1% | -45.7% |
| All | +489.1% | +760.3% | -271.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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