+367.9%
APP vs ROKU
-59.9%
+427.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.5% |
| 7D | -4.4% | -3.0% | -1.3% | -3.0% |
| 30D | -10.0% | +0.7% | -10.7% | -10.3% |
| 3M | -41.4% | +26.5% | -67.9% | -48.1% |
| 6M | -41.0% | +52.6% | -93.7% | -52.0% |
| YTD | -54.7% | +40.9% | -95.7% | -61.5% |
| 1Y | -45.3% | +57.6% | -103.0% | -56.0% |
| 3Y | +624.3% | +83.2% | +541.1% | +391.5% |
| 5Y | +329.1% | -54.8% | +383.9% | +284.3% |
| All | +367.9% | -59.9% | +427.8% | +310.4% |
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