-29.7%
BABA vs ROKU
+883.2%
-912.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | -0.1% | 0.0% | -0.2% |
| 30D | -12.3% | +1.5% | -13.7% | -12.5% |
| 3M | -5.3% | +25.7% | -31.0% | -9.7% |
| 6M | -13.1% | +54.5% | -67.5% | -20.4% |
| YTD | -22.4% | +43.2% | -65.6% | -28.2% |
| 1Y | -19.5% | +56.3% | -75.8% | -26.9% |
| 3Y | +32.9% | +86.1% | -53.2% | +9.6% |
| 5Y | -29.9% | -53.6% | +23.7% | -33.9% |
| All | -29.7% | +883.2% | -912.8% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling