+158.8%
B vs ROKU
-54.3%
+213.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.0% | -3.0% | +4.1% | +1.3% |
| 30D | +9.5% | +0.7% | +8.8% | +9.4% |
| 3M | +14.3% | +26.5% | -12.1% | +11.9% |
| 6M | -1.9% | +52.6% | -54.5% | -5.4% |
| YTD | +4.1% | +40.9% | -36.9% | +0.8% |
| 1Y | +56.1% | +57.6% | -1.5% | +50.1% |
| 3Y | +202.0% | +83.2% | +118.8% | +182.0% |
| 5Y | +158.8% | -54.8% | +213.6% | +143.9% |
| All | +158.8% | -54.3% | +213.1% | +143.9% |
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 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