-45.0%
AXON vs ROKU
+49.3%
-94.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.1% | -18.3% | -18.2% |
| 7D | -26.8% | +3.5% | -30.3% | -27.6% |
| 30D | -22.9% | +5.1% | -28.0% | -24.1% |
| 3M | -40.1% | +7.0% | -47.1% | -41.3% |
| 6M | -18.9% | +25.4% | -44.3% | -24.7% |
| YTD | -44.9% | +48.0% | -92.8% | -54.2% |
| All | -45.0% | +49.3% | -94.3% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling