-55.4%
APP vs ROKU
+53.8%
-109.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +9.6% |
| 7D | +4.5% | +4.8% | -0.3% | +1.3% |
| 30D | -3.6% | +6.1% | -9.7% | -7.4% |
| 3M | -35.3% | +10.5% | -45.7% | -39.7% |
| 6M | -42.8% | +29.2% | -72.0% | -52.9% |
| YTD | -59.7% | +50.0% | -109.7% | -72.8% |
| 1Y | -55.4% | +53.4% | -108.8% | -70.0% |
| All | -55.4% | +53.8% | -109.2% | -70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling