+33.7%
BABA vs ROKU
+83.8%
-50.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -4.8% | -1.3% | -3.4% | -4.6% |
| 30D | -11.9% | +5.9% | -17.8% | -12.6% |
| 3M | -9.3% | +23.9% | -33.2% | -12.2% |
| 6M | -14.2% | +59.6% | -73.8% | -20.1% |
| YTD | -22.0% | +43.4% | -65.4% | -26.5% |
| 1Y | -12.7% | +60.2% | -72.9% | -19.1% |
| All | +33.7% | +83.8% | -50.1% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling