+1,025.4%
ASML vs ROKU
+883.2%
+142.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +1.4% | +1.5% | -0.1% | +1.1% |
| 3M | +1.0% | +25.7% | -24.7% | -3.4% |
| 6M | +37.0% | +54.5% | -17.5% | +26.1% |
| YTD | +65.8% | +43.2% | +22.6% | +54.2% |
| 1Y | +123.1% | +56.3% | +66.8% | +103.9% |
| 3Y | +188.2% | +86.1% | +102.1% | +142.8% |
| 5Y | +115.6% | -53.6% | +169.2% | +104.0% |
| All | +1,025.4% | +883.2% | +142.3% | +750.9% |
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