+10.7%
CARR vs ROKU
-52.4%
+63.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -3.8% | -0.4% | -3.3% | -3.7% |
| 30D | -8.9% | +2.1% | -11.0% | -9.2% |
| 3M | -17.3% | +29.5% | -46.8% | -21.2% |
| 6M | -1.4% | +53.8% | -55.2% | -8.9% |
| YTD | +10.0% | +42.8% | -32.8% | +2.5% |
| 1Y | -6.4% | +60.7% | -67.1% | -14.7% |
| 3Y | +1.5% | +83.9% | -82.3% | -14.0% |
| All | +10.7% | -52.4% | +63.1% | -3.6% |
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