+1,814.8%
AVGO vs ROKU
+867.7%
+947.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.9% |
| 7D | -0.8% | -3.0% | +2.3% | -0.3% |
| 30D | -13.7% | +0.7% | -14.4% | -13.9% |
| 3M | -6.9% | +26.5% | -33.4% | -10.7% |
| 6M | +5.8% | +52.6% | -46.9% | -1.5% |
| YTD | +5.7% | +40.9% | -35.3% | -0.7% |
| 1Y | +9.0% | +57.6% | -48.6% | +0.4% |
| 3Y | +340.5% | +83.2% | +257.3% | +282.1% |
| 5Y | +711.1% | -54.8% | +765.9% | +676.5% |
| All | +1,814.8% | +867.7% | +947.1% | +1,445.6% |
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