+1,249.5%
CELH vs ROKU
+875.4%
+374.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -15.8% | -2.6% | -13.1% | -15.2% |
| 30D | -5.2% | +2.1% | -7.3% | -5.6% |
| 3M | -6.1% | +31.8% | -37.9% | -11.9% |
| 6M | -40.9% | +53.3% | -94.1% | -46.5% |
| YTD | -41.8% | +42.1% | -83.8% | -46.8% |
| 1Y | -52.6% | +62.3% | -115.0% | -58.1% |
| 3Y | -60.4% | +84.6% | -145.0% | -68.4% |
| 5Y | -12.6% | -53.1% | +40.4% | -17.7% |
| All | +1,249.5% | +875.4% | +374.1% | +898.3% |
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 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