+202.0%
BLK vs ROKU
+880.6%
-678.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | -6.5% | +2.1% | -8.6% | -6.8% |
| 3M | +6.7% | +29.5% | -22.7% | +3.2% |
| 6M | +14.7% | +53.8% | -39.1% | +8.5% |
| YTD | +2.5% | +42.8% | -40.3% | -2.4% |
| 1Y | -2.8% | +60.7% | -63.5% | -8.9% |
| 3Y | +65.9% | +83.9% | -18.0% | +47.7% |
| 5Y | +33.0% | -52.8% | +85.8% | +25.4% |
| All | +202.0% | +880.6% | -678.6% | +145.2% |
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 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