+20.6%
ABNB vs ROKU
-48.4%
+69.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -2.0% | +1.5% | -3.4% | -2.5% |
| 3M | +29.8% | +25.7% | +4.1% | +19.8% |
| 6M | +31.0% | +54.5% | -23.5% | +12.7% |
| YTD | +28.6% | +43.2% | -14.6% | +12.9% |
| 1Y | +40.1% | +56.3% | -16.2% | +18.9% |
| 3Y | +19.7% | +86.1% | -66.4% | -12.1% |
| 5Y | +6.5% | -53.6% | +60.1% | +1.5% |
| All | +20.6% | -48.4% | +69.0% | 0.0% |
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