+237.1%
DIA vs CIEN
+1,306.4%
-1,069.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -0.9% |
| 7D | -1.6% | +8.7% | -10.4% | -3.2% |
| 30D | +1.3% | -26.9% | +28.2% | +5.5% |
| 3M | -2.1% | -23.6% | +21.5% | +0.2% |
| 6M | +6.2% | -49.1% | +55.3% | +15.0% |
| YTD | +10.3% | +26.6% | -16.2% | -1.7% |
| 1Y | +11.0% | +42.7% | -31.7% | -4.1% |
| 3Y | +60.4% | +570.8% | -510.5% | -6.0% |
| 5Y | +59.1% | +386.4% | -327.4% | -2.3% |
| 10Y | +237.1% | +1,261.7% | -1,024.7% | +68.5% |
| All | +237.1% | +1,306.4% | -1,069.3% | +68.5% |
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