+437.4%
AMZN vs ROKU
+883.2%
-445.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -6.4% | +1.5% | -7.8% | -6.6% |
| 3M | +4.8% | +25.7% | -20.9% | -0.1% |
| 6M | +20.5% | +54.5% | -33.9% | +10.3% |
| YTD | +11.3% | +43.2% | -31.9% | +3.1% |
| 1Y | +9.0% | +56.3% | -47.3% | -0.9% |
| 3Y | +85.9% | +86.1% | -0.2% | +55.9% |
| 5Y | +45.8% | -53.6% | +99.4% | +38.4% |
| All | +437.4% | +883.2% | -445.8% | +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 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