+1,483.8%
CIEN vs ROKU
+880.6%
+603.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +8.9% | -0.4% | +9.3% | +9.0% |
| 30D | -19.1% | +2.1% | -21.2% | -19.4% |
| 3M | -21.5% | +29.5% | -51.0% | -24.6% |
| 6M | +2.8% | +53.8% | -51.0% | -3.7% |
| YTD | +49.5% | +42.8% | +6.7% | +41.0% |
| 1Y | +163.8% | +60.7% | +103.1% | +144.8% |
| 3Y | +615.8% | +83.9% | +531.9% | +533.6% |
| 5Y | +548.4% | -52.8% | +601.2% | +512.7% |
| All | +1,483.8% | +880.6% | +603.2% | +1,215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling