+152.8%
C vs ROKU
+867.7%
-714.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.0% |
| 7D | +2.6% | -3.0% | +5.6% | +2.9% |
| 30D | +1.9% | +0.7% | +1.2% | +1.8% |
| 3M | +2.8% | +26.5% | -23.7% | -0.2% |
| 6M | +30.6% | +52.6% | -22.1% | +23.9% |
| YTD | +19.9% | +40.9% | -21.1% | +14.6% |
| 1Y | +44.6% | +57.6% | -13.1% | +36.2% |
| 3Y | +272.1% | +83.2% | +189.0% | +234.7% |
| 5Y | +132.0% | -54.8% | +186.8% | +120.6% |
| All | +152.8% | +867.7% | -714.9% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling