+247.6%
DIA vs CIEN
+1,531.8%
-1,284.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.2% |
| 7D | -1.6% | +8.9% | -10.4% | -3.0% |
| 30D | -2.0% | -19.1% | +17.1% | +1.1% |
| 3M | +3.6% | -21.5% | +25.1% | +6.5% |
| 6M | +11.5% | +2.8% | +8.7% | +6.9% |
| YTD | +10.4% | +49.5% | -39.1% | -2.8% |
| 1Y | +15.6% | +163.8% | -148.2% | -10.2% |
| 3Y | +58.9% | +615.8% | -557.0% | -5.8% |
| 5Y | +65.3% | +548.4% | -483.0% | -2.6% |
| All | +247.6% | +1,531.8% | -1,284.2% | +68.8% |
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