+3.9%
CI vs ROKU
+86.5%
-82.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -1.8% | +1.5% | -3.3% | -1.8% |
| 3M | -4.2% | +25.7% | -29.9% | -4.1% |
| 6M | +2.7% | +54.5% | -51.8% | +2.9% |
| YTD | +1.9% | +43.2% | -41.3% | +2.1% |
| 1Y | -6.3% | +56.3% | -62.5% | -6.0% |
| 3Y | +3.9% | +86.1% | -82.2% | +0.8% |
| All | +3.9% | +86.5% | -82.7% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling