+685.1%
CAT vs ROKU
+867.7%
-182.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.7% |
| 7D | +2.9% | -3.0% | +6.0% | +3.2% |
| 30D | -2.6% | +0.7% | -3.3% | -2.7% |
| 3M | -10.7% | +26.5% | -37.1% | -12.5% |
| 6M | +16.1% | +52.6% | -36.5% | +12.0% |
| YTD | +43.2% | +40.9% | +2.3% | +38.8% |
| 1Y | +96.8% | +57.6% | +39.2% | +88.8% |
| 3Y | +201.4% | +83.2% | +118.2% | +179.9% |
| 5Y | +332.7% | -54.8% | +387.5% | +316.7% |
| All | +685.1% | +867.7% | -182.7% | +558.5% |
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