-35.5%
RBLX vs CIEN
+567.8%
-603.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +1.7% |
| 7D | +10.2% | -5.3% | +15.5% | +11.7% |
| 30D | +18.6% | -17.2% | +35.8% | +24.0% |
| 3M | +6.0% | -26.9% | +32.8% | +12.8% |
| 6M | -29.5% | +16.0% | -45.5% | -40.6% |
| YTD | -44.7% | +45.9% | -90.6% | -58.5% |
| 1Y | -65.1% | +186.8% | -251.9% | -80.8% |
| 3Y | +54.5% | +607.8% | -553.3% | -53.6% |
| 5Y | -46.3% | +506.7% | -553.1% | -82.2% |
| All | -35.5% | +567.8% | -603.3% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling