+174.5%
CIEN vs ROKU
+57.7%
+116.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -15.2% | -1.3% | -13.9% | -14.9% |
| 30D | -21.5% | +5.9% | -27.4% | -22.7% |
| 3M | -40.1% | +23.9% | -64.0% | -43.9% |
| 6M | -6.6% | +59.6% | -66.1% | -21.8% |
| YTD | +37.3% | +43.4% | -6.2% | +17.4% |
| 1Y | +174.5% | +60.2% | +114.4% | +124.6% |
| All | +174.5% | +57.7% | +116.8% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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