+16.2%
DIA vs CIEN
+184.0%
-167.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -1.2% | -4.6% | +3.3% | -1.0% |
| 30D | -2.7% | -12.8% | +10.1% | -2.2% |
| 3M | +3.3% | -23.1% | +26.3% | +4.2% |
| 6M | +10.4% | +6.1% | +4.3% | +8.1% |
| YTD | +10.0% | +44.5% | -34.5% | +5.1% |
| 1Y | +16.2% | +176.6% | -160.4% | +5.9% |
| All | +16.2% | +184.0% | -167.9% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling