+1,255.6%
AXON vs ROKU
+915.9%
+339.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.1% | -18.3% | -18.2% |
| 7D | -26.8% | +3.5% | -30.3% | -27.3% |
| 30D | -22.9% | +5.1% | -28.0% | -23.6% |
| 3M | -40.1% | +7.0% | -47.1% | -40.9% |
| 6M | -18.9% | +25.4% | -44.3% | -22.8% |
| YTD | -44.9% | +48.0% | -92.8% | -49.4% |
| 1Y | -46.7% | +53.1% | -99.8% | -51.4% |
| 3Y | +44.3% | +92.7% | -48.4% | +19.8% |
| 5Y | +71.4% | -42.4% | +113.8% | +60.1% |
| All | +1,255.6% | +915.9% | +339.6% | +828.5% |
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 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