-31.7%
BABA vs ROKU
+915.9%
-947.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.6% | +3.5% | +8.2% | +10.9% |
| 30D | +2.3% | +5.1% | -2.8% | +1.3% |
| 3M | -13.7% | +7.0% | -20.7% | -14.8% |
| 6M | -21.9% | +25.4% | -47.3% | -25.6% |
| YTD | -24.6% | +48.0% | -72.6% | -30.7% |
| 1Y | -34.1% | +53.1% | -87.2% | -39.9% |
| 3Y | +36.3% | +92.7% | -56.4% | +12.7% |
| 5Y | -26.7% | -42.4% | +15.7% | -32.9% |
| All | -31.7% | +915.9% | -947.6% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling