-31.7%
BABA vs ROKU
+867.7%
-899.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -2.2% | -3.0% | +0.9% | -1.6% |
| 30D | -17.3% | +0.7% | -18.0% | -17.4% |
| 3M | -7.8% | +26.5% | -34.2% | -12.1% |
| 6M | -16.8% | +52.6% | -69.4% | -23.6% |
| YTD | -24.7% | +40.9% | -65.6% | -30.1% |
| 1Y | -24.9% | +57.6% | -82.6% | -32.0% |
| 3Y | +29.1% | +83.2% | -54.1% | +6.7% |
| 5Y | -30.5% | -54.8% | +24.3% | -34.3% |
| All | -31.7% | +867.7% | -899.4% | -50.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling