+116.2%
ASML vs ROKU
+53.9%
+62.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +2.8% | -3.0% | +5.9% | +3.5% |
| 30D | -0.2% | +0.7% | -0.9% | -0.4% |
| 3M | -2.6% | +26.5% | -29.0% | -8.1% |
| 6M | +27.9% | +52.6% | -24.8% | +13.3% |
| YTD | +62.4% | +40.9% | +21.5% | +48.6% |
| 1Y | +116.2% | +57.6% | +58.6% | +91.7% |
| All | +116.2% | +53.9% | +62.3% | +91.7% |
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