+115.4%
ALL vs ROKU
-54.7%
+170.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -4.3% | -2.6% | -1.7% | -4.2% |
| 30D | -3.6% | +2.1% | -5.7% | -3.7% |
| 3M | +13.2% | +31.8% | -18.6% | +12.0% |
| 6M | +22.5% | +53.3% | -30.8% | +20.3% |
| YTD | +22.7% | +42.1% | -19.3% | +20.8% |
| 1Y | +28.3% | +62.3% | -34.0% | +25.5% |
| 3Y | +152.0% | +84.6% | +67.4% | +141.2% |
| 5Y | +115.4% | -53.1% | +168.5% | +117.6% |
| All | +115.4% | -54.7% | +170.1% | +117.6% |
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