+500.0%
APP vs ROKU
-57.9%
+557.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.8% |
| 7D | +71.2% | +3.5% | +67.7% | +68.5% |
| 30D | +39.1% | +5.1% | +34.0% | +35.9% |
| 3M | +16.5% | +7.0% | +9.6% | +13.1% |
| 6M | -16.6% | +25.4% | -42.0% | -25.6% |
| YTD | -41.9% | +48.0% | -89.9% | -51.6% |
| 1Y | -37.0% | +53.1% | -90.2% | -48.4% |
| 3Y | +892.4% | +92.7% | +799.7% | +573.4% |
| 5Y | +297.3% | -42.4% | +339.7% | +236.2% |
| All | +500.0% | -57.9% | +557.9% | +415.1% |
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