+1,802.3%
AVGO vs ROKU
+880.6%
+921.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.1% | -0.4% | +1.6% | +1.2% |
| 30D | -13.0% | +2.1% | -15.1% | -13.3% |
| 3M | -6.0% | +29.5% | -35.5% | -10.1% |
| 6M | +6.4% | +53.8% | -47.4% | -1.1% |
| YTD | +5.0% | +42.8% | -37.8% | -1.6% |
| 1Y | +1.4% | +60.7% | -59.3% | -6.9% |
| 3Y | +336.8% | +83.9% | +252.9% | +278.6% |
| 5Y | +698.2% | -52.8% | +751.0% | +659.9% |
| All | +1,802.3% | +880.6% | +921.7% | +1,432.2% |
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