+358.8%
APP vs ROKU
-54.7%
+413.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -10.0% | +1.5% | -11.5% | -10.7% |
| 3M | -44.6% | +25.7% | -70.4% | -50.9% |
| 6M | -37.9% | +54.5% | -92.3% | -50.1% |
| YTD | -53.7% | +43.2% | -96.9% | -61.1% |
| 1Y | -43.0% | +56.3% | -99.3% | -54.3% |
| 3Y | +640.8% | +86.1% | +554.7% | +391.3% |
| 5Y | +358.8% | -53.6% | +412.4% | +338.3% |
| All | +358.8% | -54.7% | +413.6% | +338.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling