+414.1%
CARR vs ROKU
+121.9%
+292.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -4.1% | -2.6% | -1.5% | -3.8% |
| 30D | -11.0% | +2.1% | -13.1% | -11.2% |
| 3M | -16.4% | +31.8% | -48.2% | -19.6% |
| 6M | -2.4% | +53.3% | -55.6% | -8.1% |
| YTD | +8.4% | +42.1% | -33.6% | +2.8% |
| 1Y | -8.0% | +62.3% | -70.3% | -14.4% |
| 3Y | +0.6% | +84.6% | -84.1% | -11.1% |
| 5Y | +7.7% | -53.1% | +60.8% | -6.7% |
| All | +414.1% | +121.9% | +292.2% | +585.6% |
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 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