+127.8%
AAPL vs ROKU
-52.4%
+180.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +3.8% | -0.4% | +4.3% | +3.9% |
| 30D | +9.9% | +2.1% | +7.9% | +9.5% |
| 3M | +12.5% | +29.5% | -17.0% | +7.3% |
| 6M | +27.6% | +53.8% | -26.2% | +17.9% |
| YTD | +22.6% | +42.8% | -20.3% | +14.2% |
| 1Y | +45.0% | +60.7% | -15.8% | +31.9% |
| 3Y | +87.8% | +83.9% | +3.9% | +58.4% |
| All | +127.8% | -52.4% | +180.2% | +102.1% |
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 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