+308.2%
AXP vs ROKU
+884.7%
-576.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | -6.5% | +5.9% | -12.4% | -7.1% |
| 3M | +4.6% | +23.9% | -19.2% | +2.0% |
| 6M | +5.4% | +59.6% | -54.1% | -0.1% |
| YTD | -11.1% | +43.4% | -54.5% | -15.0% |
| 1Y | -0.3% | +60.2% | -60.5% | -5.9% |
| 3Y | +111.6% | +90.4% | +21.2% | +90.6% |
| 5Y | +117.6% | -54.5% | +172.1% | +104.3% |
| All | +308.2% | +884.7% | -576.6% | +232.5% |
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 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