+175.6%
ASML vs ROKU
+83.8%
+91.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +2.2% | +5.9% | -3.7% | +0.9% |
| 3M | -2.3% | +23.9% | -26.2% | -7.2% |
| 6M | +23.0% | +59.6% | -36.6% | +10.0% |
| YTD | +61.1% | +43.4% | +17.6% | +47.1% |
| 1Y | +129.1% | +60.2% | +69.0% | +103.6% |
| All | +175.6% | +83.8% | +91.8% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling