-24.9%
BABA vs ROKU
+53.9%
-78.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -24.4% |
| YTD | -24.7% | +40.9% | -65.6% | -30.1% |
| 1Y | -24.9% | +57.6% | -82.6% | -33.7% |
| All | -24.9% | +53.9% | -78.8% | -33.7% |
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 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