-45.6%
CHTR vs ROKU
+53.8%
-99.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.3% |
| 7D | +14.1% | +4.8% | +9.3% | +12.7% |
| 30D | +11.6% | +6.1% | +5.5% | +9.9% |
| 3M | -21.4% | +10.5% | -31.9% | -23.3% |
| 6M | -27.3% | +29.2% | -56.4% | -31.5% |
| YTD | -42.4% | +50.0% | -92.4% | -46.9% |
| 1Y | -45.6% | +53.4% | -99.0% | -50.5% |
| All | -45.6% | +53.8% | -99.4% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling