+585.2%
CIEN vs ROKU
+82.2%
+502.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +5.4% | -2.6% | +8.0% | +6.1% |
| 30D | -13.7% | +2.1% | -15.8% | -14.2% |
| 3M | -23.0% | +31.8% | -54.8% | -29.4% |
| 6M | -0.8% | +53.3% | -54.1% | -13.1% |
| YTD | +43.1% | +42.1% | +1.0% | +27.2% |
| 1Y | +157.6% | +62.3% | +95.3% | +120.3% |
| All | +585.2% | +82.2% | +502.9% | +432.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling