+1,602.7%
ANET vs ROKU
+880.6%
+722.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -5.2% | +2.1% | -7.3% | -5.6% |
| 3M | +27.6% | +29.5% | -1.9% | +21.6% |
| 6M | +44.4% | +53.8% | -9.4% | +33.4% |
| YTD | +52.3% | +42.8% | +9.5% | +42.4% |
| 1Y | +30.4% | +60.7% | -30.3% | +19.3% |
| 3Y | +313.3% | +83.9% | +229.4% | +256.1% |
| 5Y | +810.0% | -52.8% | +862.8% | +771.1% |
| All | +1,602.7% | +880.6% | +722.1% | +1,063.7% |
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