+786.5%
AAPL vs ROKU
+883.2%
-96.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +1.0% | +1.5% | -0.4% | +0.8% |
| 3M | +5.0% | +25.7% | -20.8% | +1.3% |
| 6M | +23.0% | +54.5% | -31.4% | +15.2% |
| YTD | +16.6% | +43.2% | -26.5% | +10.0% |
| 1Y | +33.4% | +56.3% | -22.9% | +23.9% |
| 3Y | +79.9% | +86.1% | -6.2% | +56.5% |
| 5Y | +109.0% | -53.6% | +162.6% | +99.5% |
| All | +786.5% | +883.2% | -96.7% | +569.0% |
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