+128.9%
ASML vs ROKU
+90.6%
+38.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | +3.5% | -12.5% | -9.7% |
| 30D | -21.0% | +5.1% | -26.1% | -21.8% |
| 3M | -16.3% | +7.0% | -23.3% | -17.6% |
| 6M | -7.5% | +25.4% | -33.0% | -12.6% |
| YTD | +34.0% | +48.0% | -14.0% | +21.1% |
| 1Y | +39.3% | +53.1% | -13.9% | +24.7% |
| 3Y | +128.9% | +92.7% | +36.2% | +81.0% |
| All | +128.9% | +90.6% | +38.3% | +81.0% |
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