-28.3%
BABA vs ROKU
-42.6%
+14.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.6% | +3.5% | +8.2% | +10.6% |
| 30D | +2.3% | +5.1% | -2.8% | +0.9% |
| 3M | -13.7% | +7.0% | -20.7% | -15.3% |
| 6M | -21.9% | +25.4% | -47.3% | -27.0% |
| YTD | -24.6% | +48.0% | -72.6% | -33.1% |
| 1Y | -34.1% | +53.1% | -87.2% | -42.2% |
| 3Y | +36.3% | +92.7% | -56.4% | +2.6% |
| All | -28.3% | -42.6% | +14.3% | -27.1% |
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