+203.4%
C vs ROKU
+98.8%
+104.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | +3.5% | -5.9% | -3.1% |
| 30D | -6.0% | +5.1% | -11.1% | -6.9% |
| 3M | -10.5% | +7.0% | -17.5% | -11.8% |
| 6M | -5.7% | +25.4% | -31.1% | -10.4% |
| YTD | +4.1% | +48.0% | -43.8% | -5.1% |
| 1Y | +20.5% | +53.1% | -32.7% | +8.8% |
| All | +203.4% | +98.8% | +104.5% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling