+1,446.4%
CIEN vs ROKU
+883.2%
+563.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -17.2% | +1.5% | -18.7% | -17.4% |
| 3M | -26.9% | +25.7% | -52.6% | -29.5% |
| 6M | +16.0% | +54.5% | -38.4% | +8.6% |
| YTD | +45.9% | +43.2% | +2.7% | +37.6% |
| 1Y | +186.8% | +56.3% | +130.5% | +167.1% |
| 3Y | +607.8% | +86.1% | +521.7% | +525.5% |
| 5Y | +506.7% | -53.6% | +560.3% | +474.1% |
| All | +1,446.4% | +883.2% | +563.2% | +1,183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling