+520.6%
CIEN vs ROKU
-54.7%
+575.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +5.4% | -2.6% | +8.0% | +5.9% |
| 30D | -13.7% | +2.1% | -15.8% | -14.1% |
| 3M | -23.0% | +31.8% | -54.8% | -27.7% |
| 6M | -0.8% | +53.3% | -54.1% | -9.8% |
| YTD | +43.1% | +42.1% | +1.0% | +31.5% |
| 1Y | +157.6% | +62.3% | +95.3% | +130.5% |
| 3Y | +593.8% | +84.6% | +509.2% | +479.8% |
| 5Y | +520.6% | -53.1% | +573.6% | +416.4% |
| All | +520.6% | -54.7% | +575.3% | +416.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling