+64.1%
DIA vs CIEN
+514.2%
-450.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.5% | -1.9% |
| 7D | +0.1% | -5.3% | +5.3% | +0.6% |
| 30D | -2.1% | -17.2% | +15.2% | -0.1% |
| 3M | +4.2% | -26.9% | +31.0% | +7.3% |
| 6M | +11.9% | +16.0% | -4.1% | +6.1% |
| YTD | +10.8% | +45.9% | -35.1% | +0.5% |
| 1Y | +17.5% | +186.8% | -169.3% | -5.7% |
| 3Y | +59.9% | +607.8% | -547.8% | +3.0% |
| 5Y | +64.1% | +506.7% | -442.6% | +8.6% |
| All | +64.1% | +514.2% | -450.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling