+437.0%
AMZN vs ROKU
+880.6%
-443.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -3.9% | +2.1% | -6.0% | -4.3% |
| 3M | +6.3% | +29.5% | -23.2% | +0.8% |
| 6M | +20.8% | +53.8% | -33.0% | +10.6% |
| YTD | +11.2% | +42.8% | -31.6% | +3.1% |
| 1Y | +11.7% | +60.7% | -49.1% | +1.0% |
| 3Y | +79.4% | +83.9% | -4.5% | +50.8% |
| 5Y | +48.0% | -52.8% | +100.8% | +40.2% |
| All | +437.0% | +880.6% | -443.6% | +270.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling