+695.6%
AVGO vs ROKU
-54.7%
+750.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +1.0% | -2.6% | +3.7% | +1.6% |
| 30D | -13.3% | +2.1% | -15.4% | -13.7% |
| 3M | -2.9% | +31.8% | -34.7% | -8.6% |
| 6M | +5.7% | +53.3% | -47.6% | -3.7% |
| YTD | +4.6% | +42.1% | -37.4% | -3.6% |
| 1Y | -1.6% | +62.3% | -64.0% | -12.1% |
| 3Y | +336.2% | +84.6% | +251.6% | +260.7% |
| 5Y | +695.6% | -53.1% | +748.7% | +589.8% |
| All | +695.6% | -54.7% | +750.3% | +589.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling