+67.1%
CI vs ROKU
+875.4%
-808.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -1.3% | -2.6% | +1.3% | -1.2% |
| 30D | +3.1% | +2.1% | +1.0% | +3.1% |
| 3M | -4.5% | +31.8% | -36.3% | -5.5% |
| 6M | +8.3% | +53.3% | -45.0% | +6.5% |
| YTD | +3.8% | +42.1% | -38.3% | +2.3% |
| 1Y | -5.0% | +62.3% | -67.3% | -6.9% |
| 3Y | +5.8% | +84.6% | -78.9% | +1.6% |
| 5Y | +50.6% | -53.1% | +103.7% | +49.9% |
| All | +67.1% | +875.4% | -808.3% | +54.3% |
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 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