+52.7%
DRAM vs CIEN
-30.0%
+82.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | +0.3% |
| 7D | +7.9% | +15.3% | -7.3% | -2.3% |
| 30D | -15.4% | -22.0% | +6.5% | -0.4% |
| 3M | -25.5% | -36.6% | +11.1% | -0.7% |
| 6M | -22.3% | -51.5% | +29.2% | +19.6% |
| All | +52.7% | -30.0% | +82.8% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling