+33.0%
BLK vs ROKU
-52.4%
+85.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -6.5% | +2.1% | -8.6% | -6.9% |
| 3M | +6.7% | +29.5% | -22.7% | +1.7% |
| 6M | +14.7% | +53.8% | -39.1% | +5.9% |
| YTD | +2.5% | +42.8% | -40.3% | -4.5% |
| 1Y | -2.8% | +60.7% | -63.5% | -11.5% |
| 3Y | +65.9% | +83.9% | -18.0% | +39.6% |
| All | +33.0% | -52.4% | +85.5% | +17.1% |
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