+834.4%
ASX vs ROKU
+884.7%
-50.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +2.0% | +5.9% | -3.9% | +1.2% |
| 3M | -1.3% | +23.9% | -25.2% | -4.4% |
| 6M | +71.4% | +59.6% | +11.9% | +60.3% |
| YTD | +135.3% | +43.4% | +91.9% | +122.6% |
| 1Y | +267.5% | +60.2% | +207.3% | +242.2% |
| 3Y | +388.5% | +90.4% | +298.1% | +328.8% |
| 5Y | +417.1% | -54.5% | +471.6% | +387.5% |
| All | +834.4% | +884.7% | -50.3% | +692.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling