-46.2%
RBLX vs CIEN
+544.2%
-590.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.1% |
| 7D | +5.1% | +8.9% | -3.8% | +2.5% |
| 30D | +28.0% | -19.1% | +47.1% | +35.2% |
| 3M | +4.6% | -21.5% | +26.1% | +8.9% |
| 6M | -24.7% | +2.8% | -27.5% | -33.0% |
| YTD | -43.8% | +49.5% | -93.3% | -58.2% |
| 1Y | -65.8% | +163.8% | -229.6% | -80.5% |
| 3Y | +59.4% | +615.8% | -556.5% | -53.0% |
| All | -46.2% | +544.2% | -590.4% | -81.6% |
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