+172.5%
AXON vs ROKU
-55.1%
+227.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.7% |
| 7D | -3.3% | -3.0% | -0.3% | -2.6% |
| 30D | -17.8% | +0.7% | -18.5% | -18.0% |
| 3M | +8.3% | +26.5% | -18.2% | +1.9% |
| 6M | -12.4% | +52.6% | -65.0% | -21.3% |
| YTD | -13.7% | +40.9% | -54.7% | -21.2% |
| 1Y | -33.1% | +57.6% | -90.7% | -40.8% |
| 3Y | +128.2% | +83.2% | +45.0% | +82.2% |
| All | +172.5% | -55.1% | +227.6% | +162.3% |
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