+150.0%
ALL vs ROKU
-41.1%
+191.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -1.9% | +3.5% | -5.4% | -2.1% |
| 30D | +13.8% | +5.1% | +8.7% | +13.6% |
| 3M | -7.0% | +7.0% | -14.0% | -7.2% |
| 6M | +18.0% | +25.4% | -7.4% | +17.0% |
| YTD | +24.2% | +48.0% | -23.8% | +22.3% |
| 1Y | +31.2% | +53.1% | -22.0% | +28.9% |
| 3Y | +107.5% | +92.7% | +14.8% | +99.4% |
| All | +150.0% | -41.1% | +191.2% | +135.6% |
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