-31.3%
BABA vs ROKU
-54.8%
+23.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -4.8% | -1.3% | -3.4% | -4.4% |
| 30D | -11.9% | +5.9% | -17.8% | -13.3% |
| 3M | -9.3% | +23.9% | -33.2% | -14.8% |
| 6M | -14.2% | +59.6% | -73.8% | -25.0% |
| YTD | -22.0% | +43.4% | -65.4% | -30.2% |
| 1Y | -12.7% | +60.2% | -72.9% | -24.6% |
| 3Y | +26.7% | +90.4% | -63.7% | -6.1% |
| All | -31.3% | -54.8% | +23.5% | -27.8% |
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