+67.8%
B vs ROKU
+57.7%
+10.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | +9.4% | +5.9% | +3.6% | +7.2% |
| 3M | +5.0% | +23.9% | -18.9% | -3.5% |
| 6M | -3.5% | +59.6% | -63.1% | -20.5% |
| YTD | +4.5% | +43.4% | -39.0% | -12.2% |
| 1Y | +67.8% | +60.2% | +7.6% | +38.4% |
| All | +67.8% | +57.7% | +10.0% | +38.4% |
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