+2,133.3%
AXON vs ROKU
+884.7%
+1,248.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.8% |
| 7D | -14.2% | -1.3% | -12.8% | -13.9% |
| 30D | -15.4% | +5.9% | -21.3% | -16.4% |
| 3M | +0.5% | +23.9% | -23.4% | -4.1% |
| 6M | -9.5% | +59.6% | -69.1% | -18.0% |
| YTD | -9.2% | +43.4% | -52.6% | -16.1% |
| 1Y | -29.4% | +60.2% | -89.5% | -36.4% |
| 3Y | +139.4% | +90.4% | +49.0% | +97.1% |
| 5Y | +178.9% | -54.5% | +233.4% | +170.5% |
| All | +2,133.3% | +884.7% | +1,248.6% | +1,438.9% |
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