+339.7%
AVGO vs ROKU
+80.8%
+258.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -0.8% | -3.0% | +2.3% | 0.0% |
| 30D | -13.7% | +0.7% | -14.4% | -14.0% |
| 3M | -6.9% | +26.5% | -33.4% | -12.7% |
| 6M | +5.8% | +52.6% | -46.9% | -5.7% |
| YTD | +5.7% | +40.9% | -35.3% | -4.3% |
| 1Y | +9.0% | +57.6% | -48.6% | -4.5% |
| All | +339.7% | +80.8% | +258.9% | +249.5% |
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